I just rode home in my first real rain storm of the season. I think that many of us who use a bike as a vehicle ride through a lot of nastier stuff than most people who just ride as a sport, and we might collect a few things to help each other get our bikes through another winter with everything working.
My biggest thing regardless of the weather is keeping my chain clean. I keep a rag on my bike stand and wipe the chain after every ride. In some ways, it's cleaner in the winter than any other time, because it gets flushed with water when I get rained on. I don't relube right away, because it doesn't stay on when it's wet and it's pointless if I'm going back out in the rain next time anyway. All the other points I usually skip, I pay attention to after a good soaking - derailleur pivots, entrances and exits from cable housings, the jockey wheels on the rear derailleur, etc.
I'm going to try to pay more attention to my rims this year. When they're wet and the ground's wet, I notice they pick up more grime, and that messes with braking performance. When everything's still wet, a wipe with a dry rag can take care of most of it. Make sure you're using brake pads that don't suck. A friend of mine managed to kill a pair of wheels wearing through the brake tracks each of his first two years commuting through the winter (he rides his brakes a lot.)
Two years ago, my first winter here, I had some STI shifters get jammed up and a freehub die. I think that water getting into the shifters and maybe freeing up some of the decade-old grit in there was the culprit for those. Freehubs get stickier when it's cold out.
I keep a plastic bag with me to throw over my saddle if I have to leave it outside for a while. The height of style, I know, but it keeps it from getting waterlogged.
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