I TOTALLY agree with Stan. I've been using driving lights since the 60's when I had a pair of Cibie's in my 66 Mustang. Almost everything I've driven since has had non-faceted-lens driving lights. I haven't had a whole lot of fog lights, simply because 95% of them simply don't work worth a damn. Either they are simply not bright enough or they project the beam higher than the nose of the car and then become useless as the light reflects from the oncoming fog, rain or snow up into your eyes.
Also, MOST STATES DO NOT ALLOW DRIVING LIGHTS TO BE ON WITH LOW BEAM REGULAR LIGHTS. That's the opposite to what Lane stated. MOST STATES DO ALLOW FOG LIGHTS TO BE ILLUMINATED WITH YOUR REGULAR LOW BEAMS. That's why, on my F250 pickup, my factory fog lights come on at low beam and my factory driving lights come on with high beam. If you have a car that has an auxiliary light that illuminates with low beam (even if it has a non-faceted lens) it is considered a fog light.
Good fog lights need not be amber to work well (or faceted, either). All they need is a cut-off line in the lens structure such that they project LOWER than 4' high at 50 feet out (this, of course, depends on the height off the ground at which they're mounted). If they project higher than that they will reflect off of the precipitation into your eyes causing glare. Good fog lights will totally light up your lane to a height of about 6 feet at 100 yards. They are useless beyond that with one exception: Per Lux louvered fog lights will work well out to about 1/4 mile but they are hard to find and look like trucker lights. Anyone who has Per Lux lights will not part with them.
Driving lights are designed to project a beam of light as far as possible down the center of the road (or the lane you are in). The best ones I've found are the Hella 500/700, Cibie Oscars or Super Oscars or, my all time favorite, Lucas Flame Throwers. Flame Throwers will light up your entire lane to a height of about 20' at over 1/2 mile - just far enough to see something and bring you to a panic stop from about 80 mph.
The discourse above also tells you which "regular" lights they should be paired with. If you pair fog lights with high beams, you're defeating the purpose, since the high beams will reflect the precipitation back at you anyway (which is why you've already found it useless to use your high beams in the rain or snow, right?) So you pair fog lights with Low beam. Driving lights, on the other hand, are supposed to work way out there, just like your high beams do, so you have them come on with your highs.
I do not have any additional switches for my auxiliary lights - I don't want to have to think about whether they're on or off; The driving lights come on automatically with the high beams, and the fog lights come on automatically with the low beams. No thinking involved, they just work.
Hope this helps. More info here: http://www.grote.com/prodcat/perlux/
Oh, and if you're now wondering what type of factory light you're illuminating in YOUR car when you flip the switch, if it lights up the road about 50 feet in front of you AND the curbs on both sides, it's a fog light. If it lights up the road 200+ yards in front of you and not so much the curbs on both sides up close, it's probably a driving light. Many people confuse the two. Look here> http://www.andysautosport.com/driving_lights/porsche_boxster.html
