You should not have to do anything, except anticipate coldest temperatures between oil changes and appropriate oil grade for said temperatures.
Winter tires, good wiper blades, coolant properly mixed to 50/50 or slightly more on the coolant side of 50/50 (read up on it and you will find out why).
Graphite those door lock cylinders if sticky or notchy, especially if you have the trunk lid cylinder and drive in salty conditions.
Don't setup the car for high boost, if you are all but stock, keep it that way in terms of boost level,
Not sure if there is anything I missed, but a road side safety and repair kit could be ideal.
Oh, if you happen to have any mods that can allow snow to get sucked into the engine, best to re-route to stock like areas/setup. /ubbthreads/images/graemlins/grin.gif