First make sure that you have kept up with regular maintenance on your vehicle. See my tips to keep your car running safely for some tips on this!
Supply your vehicle with things you would need in case of a breakdown in the winter: gloves, blankets, flashlight and batteries, water and non-perishable food, winter boots, ice scraper and small shovel. Kitty litter is also helpful for traction when stuck in the snow.
If you have a two-wheel drive vehicle, put something heavy like sandbags in the back of the vehicle to balance the weight.
Make sure that your wiper blades are new and that you have washer fluid in the pump (plain water will freeze).
Make sure your tires are in good condition, if they are old and worn you are more likely to slide. Also make sure a spare tire and equipment to change a tire if needed is in your vehicle.
Make sure the lights, heater and defroster are working properly.
Have the battery checked and if it is older than 4 1/2 years replace it.
Tire pressure can go down faster in cold weather, so carry a pressure gauge and check the pressure more frequently than you would in warmer weather.
Keep gas tank full at all times to prevent freezing in gas lines, and also in case of slide-offs.
If you haven't had a break check in the last six months, get one.
Always let car warm up in colder weather before driving it. If you don't it can cause damage to your vehicle.