In the home improvement field, winter means learning how to work with colder temperatures. It is also a time to identify problems that you may not want to work on until spring.
Whether you are doing the work yourself, or hiring someone, remember that cold fingers are not as skilful as warm ones. Outdoor winter work does take more time and you have to be more careful not to break flexible materials, like roof shingles. Although many contractors will continue to work well into or even right through winter, you simply can't get the same quality job that you can get in warmer weather. For asphalt shingles, for example, the self adhesive tabs won't even warm up enough to stick until a warm afternoon. So if you get a violent wind storm before the adhesive manages to do its thing, the shingles could suffer wind damage, something that wouldn't be likely to happen in a warmer season.
For caulkings, most of the thermoplastics and polyurethanes can be applied a bit below freezing, and silicone way below freezing, but there are tricks to making it work better. Keep the caulking itself warm right up until just before you apply it. If the weather is much below the temperature stated on the tube, use a hair dryer or hot air gun to warm up the surface an inch ahead of the bead. That will give the caulking a chance to grab the surface before it gets cold. Although caulkings will stick to clean, dry but cold surfaces, they will take much longer to cure. Latex caulkings are out of the question outdoors when it gets cold. If you are using glue for woodworking, remember that if you only warm up your shop the day you work, the wood may be far too cold to glue properly with the regular water based glues we usually use in a workshop. You not only have to keep your glue warm, but your wood as well, which means overnight or longer depending on the size and density of the wood as well as whether it is stacked tightly or wickered for air flow between pieces.
Winter is less a time for working outdoors than a time for inspecting outdoors. You can spot problems of heat loss by looking at the melting pattern on the roof, or inspecting inside the attic for frost accumulation. There is a lot of detailed information on attic "Frost" in the search tab above.
Winter is not always frozen solid. In fact, weather that hovers just around the freezing point can be the most troublesome, because it creates flowing water that turns to ice. Walkways can be particularly dangerous when you have either rain gutters or sump pumps that send water right across your traffic path. You should try to redirect this winter water flow away from both the foundation and walking paths. If you can't avoid making ice, then you need to be prepared to render it safe with "deicers".
Ice hanging off the roof is another problem, both in terms of the danger of icicles falling down, and in terms of water backing up under the shingles. Check the database for detailed information on both "Ice Dams" and "Icicles".
When you look around the yard you may see fence posts shifting, patio blocks rolling out of kilter or even the basement developing cracks. This generally happens in clay soils and is caused by the particular way that clay freezes. In some soils, things will just rise year after year. In others, they will rise and fall back into place every year. It all has to do with "Ice Lenses". Good drainage around foundations and under walkways, as well as good surface run-off will help to control these problems. But that all has to wait for spring. For now, just record or photograph the problems so you remember what needs to be dealt with when the nicer weather arrives. We can't control the temperature outdoors, but we can control the accumulation of water.
Since we don't do much work outdoors in the snow filled winters, we do tend to hole up in that nice warm basement shop. Just remember that the windows are not open and you need to exhaust out dust and fumes even more than the rest of the year. Spreading a large quantity of contact cement can create explosive conditions in a closed shop, and if the gas water heater is near-by, an electronic pilot light can do more than just light up the tank burner. There has been more than one serious accident from fumes igniting in an enclosed space. Even the simple application of solvent based finishes on a newly sanded floor can be dangerous without adequate ventilation. As a matter of fact, fine sawdust floating in the air means as much danger of an explosion as solvent fumes. Good ventilation is your most important tool for indoor winter projects.