GT85. GT85 everywhere. Ok, not everywhere, keep it out of your braking system, bearings and chain. But otherwise it's a nice protective layer for the frame, and helps prevent corrosion and repels water within the cables. I'll spray it on when cleaning down my bike (which is normally once a week, depending on if salt has been on the roads), and it also makes cleaning a bit easier.
Keep your chain well lubricated, but also keep it clean. In the winter your chain can turn in to a state very quickly, especially if you just keep applying lubricant over the previous application. Wipe your chain down, wipe it some more, do a bit more wiping, and then you can add lubricant. Take it for a ride around the block, give it another wipe, and you should be good.
I like to use a dry lubricant and reapply it after every wet ride, as it's so nice and clean. A wet lubricant will have more staying power, but will also be messier.
If you have an air compressor, it's fantastic for blowing water out of the chain. Reapply lubricant afterwards.