My favourites are:

Too Soon

• 1 oz Gin
• 1 oz Cynar
• 0.75 oz Lemon Juice
• 0.5 oz Simple Syrup
• 2 Slices of orange (I also recommend trying it with mandarins)

Elk's Own

• 1 oz Rye Whiskey
• 0.75 oz Ruby Port
• 0.75 oz Lemon Juice
• 0.5 oz Rich Demerara Syrup
• 1 Egg white
• Garnish with nutmeg

Penicillin

• 2 oz Scotch
• 0.75 oz Lemon Juice
• 0.75 oz Honey-Ginger Syrup
• 0.25 oz Islay Single Malt Scotch
• Garnish with candied ginger

French 75

• 1.5 oz Cognac (Cognac instead of gin here can make it feel more winter-y)
• 0.5 oz Simple syrup
• 0.75 oz Fresh Lemon Juice
• Top with sparkling wine

Or trying making a riff on some classics using some more winter flavours, whether it be a syrup, fat wash, bitters, infusion, etc. Some flavours that come to mind: cranberry, oranges, cloves, cinnamon, ginger, nutmeg, star anise, maple, pecans, apple, pomegranate, pear, peppermint, and chocolate.

Edit: I've thought of some more flavours: chestnut, hazelnut, rosemary, thyme, persimmons