Your major opponents with winter caches are (1) snow covering the cache or cache area, (2) ice freezing the cache in place, and (3) ice/cold freezing the container shut. Oh, and don't forget (4) oh-no-i-can't-feel-my-hands-any-more-so-how-am-i-supposed-to-find-and-open-this-cache-in-the-middle-of-the-snowy-woods-and-then-sign-the-log-with-my-frozen-pen-and-then-fit-it-all-back-in-the-container-itis.

PS: Bring pencils with you in the winter. I know the pens stored in my car are rarely functional on the really cold days.
If you have a Premium Membership, you can run a pocket query that filters out any caches marked as Not Winter Accessible (snowflake with the red circle-cross over it). This is useful for filtering out some of the caches that are definitely not easy in the winter. The only catch is that you will still get caches where the owner did not mark the attributes or did not mark them appropriately. You can also filter on just the Winter Accessible attribute and then you'll only get caches where the owner believes it to be winter accessible. Then you'll miss out on perfectly accessible caches that people didn't mark attributes.