Clothing and Attire:
Long gloves are a perfect accompaniment for winter if your wedding dress is sleeveless they are warm and give off a very regal appearance. A cape made of cashmere will add a royal touch to your overall look. Capes are less likely to bunch up your gown like a heavy coat would. Another option would be a hooded cloak. (Think little red riding hood) Take a look at capes and cloaks in shades that compliment your wedding colors. They should be fairly easy to find in a variety of vibrant colors and also in shades of winter white and cream.
The amount of ideas for wedding favors, are abundant. Consider playing with the ideas of using winter designs on your packaging, such as snowmen, snowflakes and stars.
An inexpensive option would be filling small boxes full of Jordan almonds. Then, wrap each one so that they appear like tiny presents.
Make cone bags full of hot cocoa mix with a few marshmallows on top and a candy cane stir attached. Tie those off with some ribbon and a tag explaining how to make a perfect cup of cocoa.
Purchase Christmas ornaments and write on them in paint or marker your names and wedding date. Consider putting them in tiny gift boxes as well, wrapped in tissue, for safe travel.