Moisturize! Lotion on your hands and feet and chapstick on your lips before a training session is a simple way to prevent easy to get and very painful injuries that will slow down your training until they're fully healed. One punch to a dry lip during a winter sparring session can turn into a painful cracked lip. Knuckle push-ups wont be as fun if your dry skin is left looking like a cracked sidewalk.
Stay warm! As fun as it is to train outdoors, muscles are much more prone to injury when they're cold. Another reason to stay warm is that your muscles will be more loose and agile when they're at a comfortable temperature. Wear a warm jacket and shoes on your way to the dojo so that you wont have to spend several minutes warming up before warm-ups.
Don't store your sparring gear in the cold! It may be okay during the spring and summer to leave your sparring gear in the trunk of your car, but if you do that during the winter, your hand gear will be hard as rocks. This will turn what was supposed to provide protection into a weapon. Your head-gear will harden as well, providing much less protection.
Don't stop training! Many people slow down their training during the colder months simply because it's less convenient. Don't do it! You train to be able to defend your life in any condition, so training in all conditions is very valuable.