RE: any winter stuff that helps windsurfing
If I had a long enough season I would get a Snowfer.
Make sure you wear a very serious helmet. Mine saved me from a concussion when I slipped and hit the ice with the back of the helmet (instead of my head).
My cheap solution for hardpacked snow was attaching a mast base to a toboggan. For sailing on ice I added some hardware store "angle iron" as "blades". It won't go upwind, but it will go faster across the wind on ice or hard packed snow than I am willing to go. i reinforced the toboggan where the mast base and angle iron is attached. i use a set of blades next to the mast base area and a set at the stern.
Winter sailing greatly improved my high wind control because as soon as you get going in the winter the lack of friction makes the steering very sensitive to tiny changes in the pressure you apply.
http://www.windpowerwindsurfing.com has some pictures of sailors using a board called a Freeskate and also kites.
Whatever you use for equipment I think you"ll find snow and ice sailing is great fun.