In fall I like to fish streamers/buggers a lot because the good fish are fattening up for winter and can be aggressive. Also have small olive emergers in case some surface action starts. Prince nymph is good in September/October.
In Winter I head more towards smaller nymphs, worms, and eggs. I'm with everyone, a Zebra midge is usually on my line. Small PT's, Walt's worms, killer bugs, and black stonefly nymphs are also pretty heavily used by me.
In the dead of winter I sometimes prefer to slowly swing streamers right on the bottom. The hits are subtle in cold water - more like a gentle tug. But streamers still give up good fish in the winter.