I'd go for mudguards, or raceblades as they will keep the rain off of you and make the bike easier to clean. You will need to clean your bike more often in the winter, and re-lube the chain far more frequently.
You shouldn't need to change tyres, just be careful over any ironwork and painted lines on the road as they get slippery in the wet. You may decide to change for some with a little more puncture protection if you find you keep picking up punctures, but other than that there's no real reason to change.