I've made it through a few New England winters with my birds, and we're learning a little every time.
Definitely pay attention to the water supply. We've lost power a few times (think: Ice Storm '08), and I've had to refill the waterer a few times a day or it would freeze. Normally, it's kept at a good temp all winter with one of the under-waterer heater bases. They don't run all the time (or so they say) - just when it senses the temp has dropped below 40 degrees. Hence, my indoor waterer is galvanized steel. Speaking of water, when i's cold out there, the chickens LOVE when you bring them a nice supply of warmish water! The rooster in particular goes nuts. He's a freak for water year-round.
Our coop is insulated, and pretty well-ventilated. It also has electricity, so we keep a light on for much of the day. (Gets pretty dark in our coop.) We chose not to keep them laying all winter, though, so I shut the light off in the late afternoon. We also have the reflector heat lamp that they used when they were chicks, mounted high in the coop above the perch area. When the weather is *really* cold, I turn the heater on for a few hours to keep the temp up, and a timer shuts it off around 6 PM.
We leave the little door to the run open during the day, but I usually shut it at night to keep the cold and drafts out. Silly birds don't like going out in the snow, so I shovel the run a bit and sometimes sprinkle some bedding on it to lure them out, blow the stink off their tails.
On super-cold days, where it won't ge above 15 degrees all day, I just keep the door shut. They get pretty bored inside, so I also hang stuff from the ceiling, or the roof of the run. Heads of lettuce and cabbage have worked well - want to try some kale this year.
I do hand out some cracked corn late in the afternoon, because that's what the 4-H folks told us to do early on. Plus, the birds love it!
As far as mites go, I don't think we've ever had them. I'm neurotic about the cleanliness of the coop, and use a cat scoop (god help me) to scoop the poop out of the bedding every day of the year. (Hey, it composts easier!) And I sprinkle DE on the bedding once in awhile, and after each complete bedding change. The birds do their dust-bathing in a nice deep corner of the coop, and are getting the DE on them all the time. I also mix some wood ash in with it, indoors and out. I use a colander to get the big chunks out first, so their feathers aren't damaged.
I admit that I've done the Vaseline thing on combs and waddles to prevent frostbite. The first time I did it, I felt utterly foolish and kind of grossed out. I recall muttering "I can't believe I'm doing this" over and over. But we've never had a frostbite problem!