A couple days ago I posted a trick for keeping gunk off your front derailleur (which is now updated with more/better pics). In the spirit of completeness here's how to protect your rear:
First off, the little parallelogram part of the derailleur needs to be kept free of ice/muck/whatever. This can be accomplished with a little rubber bootie:
To make this guy simply cut out a section of MTB tube (This is a 26x1.75-2.1 by the venerable Cheng Shin Tire Co.) just a bit longer than the parallelogram part of your derailleur, then pop the quick-link on your chain and slide it on like so:Once you get it on, you'll have to cut some slots for clearance on the ends so it doesn't bunch up and keep the derailleur from shifting (see first pic). Thinner tubes will be less sensitive to bunching. You can see below how there's a big cutout for the part of the derailleur that attaches to the frame. and a smaller one on the back for the part that goes to the cage.Finally, you want to take a tiny zip tie and poke it through the tube on both sides just in front of the derailleur's cable guide. Use a pin or an awl to make a starter hole. The holes should be as high as you can get them so the zip tie will clear the cable.
Pull the zip tie tight, and everything will stay neatly in place.
Of course the little rubber bootie does nothing for the pulleys, which are particularly prone to freezing in winter. The main reason pulleys seize in winter is ice buildup between the cage and the pulley. If you can spring for a derailluer with a carbon cage, it will be much less susceptible to this problem (because the carbon conducts heat much less well than metal it doesn't freeze water as readily), but if you can't or won't the next best thing is to insulate the cage with a piece of electrical tape. Simply, wrap a piece around each arm of the cage where ice would get stuck between the cage and the moving part of the pulley. Remember to wrap the tape so that the motion of the pulley tightens the tape. The tape solution will likely only work for the bottom pulley, because the pivot of the cage at the top makes it hard to wrap tape all the way around the cage arms. Making your pulleys smooth and slippery also helps to keep the ice from sticking. Coat the faces of your pulleys with a light oil (tri-flow is a good one) before each icy ride, and even if ice does press against them, they'll just slide on by.