Boston is the nicer spectrum of the roads that I'm on in the wintertime.
The bad news, salt is going to whip the piss out of your suspension components unless you are very proactive.
I cover up the rear shocks with shockwraps, and I had some other shockwraps modified to cover the reservoirs. Iv'e got two sets of shocks, and my winter ones go on while the summer ones kick around the workbench. I've had lots of success winterizing my winter kings... but I'm sure it looks absurd to anyone that doesn't live in this climate.
On the coilovers, I've been using icon's coilover wraps to keep the salty slush off my coils and shock shaft. They shockwraps work very well. I use boots on my rear shock shafts, as salt and sand can make a nasty pitted mess. I have the boots stretched down to also cover the lower uniballs-- this works surprisingly well.
For the fittings and threads on the coilovers, I oil them often with boeshield after my frequent trips to the heated washbays. The uniballs on my UCAs are oiled with triflo, and they're washed very often and I use compressed air to dry everything off quickly in the wash bays.
I've painted the zinc-plated reservoir brackets with rubberized undercoating spray. The zinc rubs off pretty easily, and then they rust like a bugger quickly. The black res brackets look pretty sharp.
I have zero rust on my shocks, but they are dark with patina from the boeshield. They run fantastic though.
I do a lot of winter prep to my vehicle, and repeat again in the spring. spot application of fluidfilm, rust paint, and dielectric grease... I keep it as clean as you can, and it pays off.
If this doesn't sound like something you want to spend a lot of time on, I'd recommend some cheap shocks for the winter. Otherwise, it's manageable if you're willing to go the extra mile.
Any specific questions - feel free to shoot me a PM.
For what it's worth- the new fox shocks for the TRD pro have aluminium bodies, and would not require this kind of maintenance.
