Around the House
Naturally, a farm house needs the same winterizing as any other house. Make sure pipes are insulated, the wood pile is stocked, and extra blankets are taken out of storage. If you have old windows, it might be time to wrap them in plastic or put up those storm windows. Get your furnace serviced to clean out any muck and yuck that might have accumulated since last winter.
Out in the Field
Think about what your animals will need, if they're staying out in the field through winter. Blankets and other wraps should be aired and double-checked for needed replacement before the cold sets in, lest you find yourself a blanket short when everyone is out of stock. Think about watering needs too. Fall is the time to check heaters on watering tanks or install one if your tank doesn't already have one. If you don't use tanks, come up with a plan for dealing with frozen water troughs, buckets or other water containers.
While you're at it, do your animals have somewhere to get shelter from the biting winter winds? If you don't have a run-in shelter, but have been meaning to build one, now is the time. Blankets and other outdoor wear for livestock will help maintain body temperature, but what about their ears and feet? A run-in shelter can get horses, goats and cows out of that biting wind, protecting their extremities from frostbite.
Around the Barn
Ventilation is still important during the winter months in a barn. The last thing you want is respiratory issues for your livestock, just because you want to batten down the hatches for winter. The primary things you want to address are those drafts and keeping any plumbing running. Wrap or insulate exposed piping, seal off areas that are subject to drafts, but make sure you keep good airflow moving through the building. Make sure tack and other leather goods are stored out of the elements, too. Cold temperatures and moisture can wreck havoc on your leather!
Think about feed and bedding needs for the winter months. Stock up on hay and other needs, keeping in mind that your needs will likely double during the cold months. Animals need more feed during the winter, owing to less vegetation for them to forage and the need for more calories to keep up body temperature. They'll also need more bedding to help them stay warm.