I collected some winter maintenance tips from the folks at Finish Line and Pedro's, which you can read here.
I've found that hosing the cassette/derailleurs down with PAM or another nonstick spray keeps them from icing up in the winter.
The tips seemed geared towards periodic winter use in climates that have a significant number of winter days with temps above freezing.
Washing my bike in January? Not too likely unless I want to ride a bike-sicle. I suppose I could take it to a car wash. I've considered it.
Wow...those winter tips were extremely OCD.
After reading sheldon brown many years ago I became a convert and religiously cleaned my derailleurs, casette, chain, and chain rings. Surprisingly I found that I still had to replace my chain after about 10 months and my casette after ~24 months. Now I clean very infrequently and spend a few minutes a month looking for cheap parts online. YMMV.
Sub-freezing temps aside, many people are afraid to ride during the winter because they don't want their bikes to "get dirty." The article tries to point out that it's really not that difficult keeping your bike clean/lubed (Minneapolis winters, aside).
Not my experience... especially if you are leaving your bike in a cold garage or even outdoors. I think wiping down... or even snow washing would be a better think to do. Fewer frozen parts.Pedro's: It is good to wash your bike.
I suggest that you start winter with a well maintained bike, clean and lube the chain as needed, and a nice wax job will go a long ways toward protecting your frame and parts. Running full fenders is not even a debatable item as these do so much to keep dirt and crud off your bike and out of the drive train.
Another tip: don't put you loveliest Colnago out there in the cold winter. Buy yourself a beater! Make sure it works well, but don't expose your best bike to all the salt and slop on the roads.
Also, don't run your lightest tires during the winter. A little thicker tread, and even some extra puncture protection is worth the extra weight compared to fixing a puncture in the dark.