Most experienced rodies who ride all winter would use a training bike rather than their fancy race-day machine. Typically this would be an old steel or Al frame with clearance for 28mm tyres+ fenders, equipped with old/cheap components, but you can transfer your saddle and pedals for consistancy between your bikes. Winter gearing is often a bit lower than summer, since winter training is about geting in low slow distance.
There are plenty of good windproof winter clothes around, but dont make the mistake of wearing waterproof "breathables" when its dry. Footwear is probably the hardest choice, those mesh sided summer shoes just wont cut it.