I definitely agree with sounds_sound about Sun Kil Moon.
Winter music to me is typically quite depressing. I really like listening to artists where there are vocals which are a bit obscured by a wall-of-sound effect: shoegazey bands like Have a Nice Life, particularly the album Deathconsciousness. A bit different, but The Soft Moon's self-titled album is a pretty good winter album in a similar way.
Beyond that, listening to black metal is always great, but I'm not sure how many people on Hubski are into that!