Pete's Winter Cycling Tips is an oldie but goodie. I can say proudly that I saw this post when he first posted it in 1991 or so. Oh, take a look at this page of Pete's, too.

Someone recently told me that the rust isn't so much from the moisture but it's from the drying phase. In Washington State, where it's wet a lot, cars and bikes don't rust so much. So I'm going to try coating everything with oil or WD40 and see if that makes a difference. It may require frequent re-coating, but it may be worth it.