I have winterized my bike.
My wife wishes I hadn't done it, but I had to. I got back into it as part of an exercise program, urged on my by my doctor, but I stayed with it because I love it.
That was in the summer.
Now it's getting on towards winter, the weather is changing, and for some God-awful reason, I'm still on the bike. I've made some changes, though.
For starters, I'm no longer filling the water bottle with cold Gatorade. I start each ride with two bottles of hot coffee, with plenty of cream and sugar. It might not be the best for hydration, but it'll definitely warm you up and give you a kick in the pants.
The next big change is leg warmers. I broke down (while riding, no less), and bought a pair of leg warmers. There's actually a funny story behind them: I was riding through a rural area, about 30 miles from home, when I realized that no matter how hard I pedaled, I just wasn't warming up... The first store I came to was in a small town (you can still find those in the Midwest, even if you are less than an hour's drive from a Rust Belt city), and it was a hunting store. I bought two pairs of cotton/wool blend leg warmers. Even in a cold rain, they're better than nothing.
I've made some equipment changes, too. I popped the wheels off my bike, and fit an older, wider set of wheels on it, with a different rear sprocket and a set of hybrid tires instead of road slicks. The tires get better traction on wet roads, and the new gears give me lower bottom ratios. I can't go as fast, but I have better control in the rain and sleet.
So what are you doing for exercise this winter?