Winter tyres are a must, oh, and if you have adjustable coilovers don't leave them too stiff. My HKS are non-adjustable and VERY stiff (like solid girders) which can make it a handful in the snow.
Good winter tyres are a must have though. I use Michelin Primacy Alpin PA3's, in 225/45/17 they are about £650 for a set of 4.