Just put on a good set of winter tires and check your heater system, that's it!
It all depends, of course, on your climate. If you live in a place with a cold and snowy winter, you might want to put away the Alfa for the season and take it back out when the snow has melted. The Spider won't be very warm and won't handle the snow very well, and the dampness could cause more rust and deterioration.