My winter program is to wear the whole thing into the ground. An old chain, cassette and chairing can stay on all winter if you just let the oil/dirt residue build up. When I hit the shoulder season, I just leave the old drive train on and keep applying oil. Every so often I rub off some excess but in general just leave it a big oily mess.
It drives the shop guys crazy and every so often one of them "does me a favour" and cleans the drive train, charges me $20 to do it and I have to throw it away because the chain sucks and everything is far too gone to replace any one part.
I don't see the point in running a new drive train in the winter and trying to keep it all looking fresh and new. A big ol oily mess actually runs better than you think and all the gunk makes it forgiving when running it into the ground. If I ran a new retrain in the winter and swapped on a chain or two, I'd have to replace it in the spring anyways. This way I just run the one that is half worn all winter and start fresh in the spring.