rims yes, but don't forget the brake pads
Brake pads wear quite fast in the mucky conditions of winter so keep an eye on them. If you don't know how to judge when they're worn out you can pop into most shops and get a free evaluation. Also, know that pads don't wear evenly and they can also develop a sort of crud patina that reduces braking ability. A nice trick to help them out a bit is to buff them with sandpaper to remove the patina and any uneven edges.
Finally, one bit that's not been discussed is that cyclists, like autos, need to adjust their stopping distance in foul weather. That means slowing down a bit and allowing more time to stop. Oh, and watch out for those wet leaves!