Vehicle preparation is key. Make sure antifreeze and screen wash are suitable for expected temperatures, then some. I usually start putting screen wash in neat (good for -40C) at this time of year. Sure it is not going to be that cold even when I head for Eastern Europe, but there is diluted stuff still in the system and water frozen in the pipes stops the washer jets from working. Driving on dirty roads in traffic can use loads of screen wash so I tend to carry 5l spare as even road side garages run out and their stuff is often only good to about -15C. Keep on top of the usual stuff like oil and batteries. Switch over to winter tyres (snowflake marking) and check pressures as the temperature falls.
Keeping the vehicle clean can be hard when roads are salted but at a minimum check windows and lights are kept clear when out and about.
I also put some silicon based trim cleaner on all door seals to prevent them freezing a door stuck. If you don't have keyless entry then lube in the lock mechanism is a good idea too.
At high latitudes it gets dark real early in the winter so having a torch, warning beacon and preferably a head torch for any road side repairs or even just searching in the back for things. I like to keep the fuel tank at least half full as I don't usually carry a spare can. If you do have spare cans and run diesel then make sure you switch them out to winter grade fuel (should be what's sold at the pumps during the winter)
I carry a broad long handled snow shovel, not the most compact of things but can shift a fair bit faster than a small folding shovel. It is good to know where your recovery / tow attachments are, hopefully for helping others although you may be the unlucky one needing a pull.
My van has a Webasto heater which sees a lot of use during winter camps. It can run all night if needed although I've not ever had to do that yet. Because the heater fan is electric I run it from a leisure battery to preserve the main battery for vehicle starting. Jump leads are again carried in the hope of being able to help others, but it makes asking for a jump start easier as I have the equipment.
As well as the obvious warm clothes, plenty of food and ability to make warm drinks I like to have a few movies or TV programs loaded on the iPad to pass the time on the long dark evenings. If I'm lucky I'll be too busy watching aurora or photographing the stars!
