1. Stay toasty! Nothing ruins a good winter shoot like chilled hands and toes, or worse—hypothermia or frostbite. Dress in synthetic fabrics which insulate even when wet, and dress in layers so you can fine tune the amount of warmth you need. A base layer of long johns should be the foundation of your winter dress, and down outerwear as well as a windproof layer should always be handy for extra warmth and wind protection. I use insulated boots to keep my toes warm. Fingers are the most difficult, as you must balance dexterity with warmth. I typically use a lightweight pair of liners coupled with heavy duty synthetic fill mittens (the kind used by Everest mountaineers). I keep my hands in the mittens, taking them out only when I need to operate camera controls. Whenever my fingers get cold, I stuff them back in the mittens, which warm my hands up in no time.
5. Don't forget the winter critters! Winter is often a great time for wildlife photography. Some species are especially active in winter, or engage in massive winter migrations, such as snow geese. In your local area, winter might bring a bunch of species that you don't see during the summer. Look for opportunities to tell a story using winter weather: steam rising from a blackbird's beak tells viewers about the cold temperatures, or a bull elk hunkered down in a snowstorm tells a story about the struggle animals face to survive in winter environments.
P.S. With your help, I might be able to test these tips in the ultimate winter environment: the North Pole. I've entered Quark Expeditions' "Blog Your Way to the North Pole" contest, with the grand prize being a trip to—you guessed it—the North Pole. It's a social networking contest, and the five participants getting the most votes are eligible for the grand prize. Please consider voting to send me to the North Pole—I'd love the opportunity to represent the OP community at the top of the world. And please feel free to spread the word, I need all the help I can get!