There is one thing that we need to get straight here- winter is going to have effects on your lawn no matter what you do. However, you can prepare for it, and lesson the damage considerably.
Help your lawn get through the worst of the winter storms and freezes by going over this checklist here:
To Leaf or Not to Leaf
Leaving your leaves to lie on the lawn would be a bad idea in this case. Your leaves might suffocate the grass if they are in thick enough piles and leave large bare spots in your lawn. The best idea is to to "grasscycle" your leaves, which is a process of shredding them and putting them back on your lawn. In their shredded state they will not harm your lawn, but will actually add nutrients to it.
The Moldy Question
If the winter drags on and humidity is high, you might want to consider this: should you keep mowing your lawn? If you do not mow your lawn, you may have to deal with pink and gray mold spots. Mowing your lawn will keep the snow mold from thriving on your grass.
A Fertilizing Memo
A fertilization right before the first frost is like an immune shot for someone going into flu season. The fertilization will keep it healthy and strong throughout the winter, as long as you choose a product high in phosphorous, an essential product for root growth.
A Patch in Time
Fall is an excellent time to fix any bare spots that your lawn collected over the summer. Seeding is a relatively easy thing to do, and will repair the bare spots with minimum fuss.