Hi,
a lot of it depends on what kind of winter walks you are planning to do, low level walks or heading up into the hills, easy stuff or more serious walks, generally aiming to be out if the forecast is good but being semi-prepared in case the weather turns on you or looking for a bit of adventuer and heading out in more 'fun' conditions?
I can only speak for myself here but things I always take with me on winter trips:
-goggles! never used them until I tried it once on an MCofS winter course, part of my standard kit now. used to take sunglasses but they steam up too quickly and usually end up not seeing through them anymore if it is drizzly and miserable. wearing goggles and being able to look straight ahead into a blizzard is fantastic and makes coming down dodgy slopes a lot safer if you can see where you place your feet
- I use the Rab vapour rise guide trousers in winter and they work perfectly, don't need a baselayer with them as they are warm enough but can easily be vented if you get too warm. also water repellent so that works fine. I still take the berghaus paclite overtrousers with me, if you spend hours wading through waist-deep snow, you will get soaked through and through otherwise.
- gaiters - not much point having nice warm trousers and boots if you fill them up with snow!
- for upper body I use a long-sleeve baselayer and a microfleece, while going uphill that is usually enough to keep me warm. if it gets colder / windy / wet, I pop on my berghaus paclite overlayer, weighs nothing, takes hardly any space but because it windproof does a good job of keeping the heat in. for breaks or when it gets properly cold, I have the Rab inifinity endurance with me, also packs down really small, weighs relatively little and is really cosy and warm
- ice axe and crampons. I never go anywhere near hills in winter without them. crampons are often not necessary but I have a dodgy knee and it just takes a small unexpected slip to ruin my day, the extra grip provided by crampons helps me a lot there, but probably not required for less broken people
would definitely take an ice axe though
- bivvy bag (alternatively orange emergency bag) - things can and willl go wrong in winter, this can be a life saver, for you or someone you may encounter in the hills. we all like to think it won't happen to us, but it does....
- if the terrain is a bit more serious I add a thermarest and thin sleeping bag to that, even on daytrips... saved a guys butt already with that!
- spare high energy food, you burn through more calories when out in cold conditions, and starting to feel flaky just when you are about to cross a snow and ice covered ridge is no fun!
- spare batteries (lithium! had a whole pack of normal batteries and as such all electronic gadgets like torch, gps etc die on me when windchill dropped temperatures to below -20)
- thermosflask with hot tea and a good measure of rum or whisky added to, there is nothing better when you are freezing your butt off!
- at least 2 pairs of gloves. I usually have a relatively thin polartec set and something a bit more serious are waterproof if things get really cold / wet
- gps - I am happy navigating with map and compass, but when getting caught in a complete whiteout, I prefer the comfort of a gps, especially when close to cliff edges etc. Daylight is also short, so I do a lot of walking in darkness in winter, easier again with a gps compared to maps.
- maps and compass for backup
- emergency whistle (a lot of backpacks have those included in the chest strap)
A lot of people would probably consider this a bit overkill, but I prefer being safe and preparing for worst case scenarios when it comes to winter hiking. A very different game to summer hikes!
In short, I always make sure I have everything I need to survive a night out there if need be!