Winters used to be tough on cars, but today's vehicles are designed to operate well over a wide rage of temperatures, from bitterly cold to stiflingly hot. By and large, a thorough winterization is no longer necessary -- but if you live where it snows, there are a few things you can do to prepare your car for winter.
Check the coolant for the proper mix of antifreeze and water. You can have a mechanic do this or you can buy a tester at your local auto parts store.
Check the oil recommendations in your car's owner manual. Some manufacturers recommend a different grade of oil that flows better in cold temperatures.
Check the battery, specifically the level of electrolyte. If it's low, top it off with distilled water. (Note: Electrolyte can be nasty stuff; wear eye protection and consider having a mechanic check it for you.)
Consider buying a set of snow tires. They do a much better job than the all-weather tires fitted to most cars. If you've upgraded the wheels on your car, mounting the snows on the original wheels will make changing over much easier.
Replace your windshield wiper blades with snow blades.
Make sure you've got a snow brush and an ice scraper somewhere in the car.
If your car has air conditioning, run it at least once a month. (Hint: Running the A/C will speed up window defogging.)
Stock up on windshield washer fluid and top the washer tank off regularly. Be careful not to pour windshield washer fluid into the wrong tank!
Assemble a winter emergency kit.