What to remove for winter?

Hey yall,
I was wondering what parts you remove when snow and winter are upon us all? I know most change out their rims for steelies and snow tires, but what else is removed? I was wondering if I should remove my HKS?
 
it should have a warranty. it should be stainless steel.

i may remove my injen and protect my exhaust.

(any good stuff to wrap the exhaust in to protect it? or like a metal shield?)
 

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