What front do winter storms usually start at?

Cold fronts produce most of the severe weather most of the time. This is because the cold air undertakes the warm moist air ahead of the front. As this happens the warm air is lifted into the atmosphere causing it to condense and cool quickly creating cumulonimbus clouds, or thunderclouds. The storms that form along the cold front are usually linear in fashion and are responsible for straight line winds, hail, and sometimes even a brief tornado.

That being said, the usual tornado producer/ large hail storms are the discrete supercells that may form ahead of the main line. They are in general extremely rare, and usually form in the great plains " tornado alley", or in the southeast U.S, but can form anywhere given the right setup. The most violent of supercells are usually closest to a lifting warm front out ahead of a cold front with a low pressure to the northwest. For more details, search "supercells" on the web as they are the most violent of severe weather modes.