Love this thread, thank you for starting it.
Don't forget to change your furnace filters and a furnace tune-up is also important, we don't want it breaking down on the coldest day of the year, which of course is when it would most likely happen.
Also I have purchased battery operated lanterns and flashlights, a couple at a time, so that I have them ready should the power go out. If the power does go out during a winter storm, all the flashlights and such are snatched up quickly and you will not find them when you need them. Don't forget extra batteries also. Lanterns and flashlights are much safer than candles.
Also for those of us in cold winter climates, a couple bags of kitty litter in your trunk, along with a shovel and broom will help should you get caught in a snowdrift.
Will look forward from hearing from others and their winter tips.