Preventive maintenance is a must. Besides, a well-maintained vehicle is more enjoyable to drive, will last longer, and could command a higher resale price. First things first. Read your owner's manual and follow the manufacturer's recommended service schedules.
Cold weather makes existing problems worse.
Replace dirty filters - air, fuel, PCV, etc. Fuel - Put a bottle of fuel deicer in your tank once a month to help keep moisture from freezing in the fuel line. Note that a gas tank which is kept filled helps keep moisture from forming. Cooling Systems - The cooling system should be completely flushed and refilled about every 24 months. The level, condition, and concentration of the coolant should be checked periodically.