Not really a winter bike, but it's my road bike in winter mode. Crud Road Racer Mk2 fenders and mountain bike pedals to go with my winter cycling boots (Sidi Diablo GTX - well worth the money!).
The fenders do a good job of keeping direct spray off me and the bike when the roads are wet, although the bike and my feet still get plenty of splash and get gross with salt regardless. One of the better features are how it protects the front derailleur from direct spray as well.