As previously mentioned, studded tires are the main thing if you don't have any or have worn through yours. They can be harder to find once you get to November or December.

Last winter, I actually started planning in the previous winter. As I biked home in the snow and cold I noticed a few things I wish I had, and I wrote them down. For example, a mirror (I don't usually use one) and ski goggles. So when the next fall came around, I looked at my list and knew exactly what I needed.