I don't normally have problems with rust on my bikes but I went out for a pre-Christmas dinner ride once, rushed home and put the bike away without cleaning it; within 24 hours the result was a rusty chain and various other rusty bike bits. The salt that the councils put down on the roads at this time of year is incredibly corrosive. I'd suggest giving your bike a wash after every ride in the winter. You don't need to polish it, but you do need to get all the salty grit off it.