I've always had a winter bike for the road just because road salt destroys anything decent,although I don't have a mudguarded bike,just an old race bike(DeRosa Planet) and still use good,old parts on it cos they last(9spd Dura Ace).
Never had a winter MTB till this year,I don't mind getting bikes filthy I'm just not very good at getting round to cleaning them,cables seize really fast in winter and I don't want the Yo rusting away so I've gone for a singlespeed with hydraulic disc brakes,loads of mud room,no cables,no gears to slip and no chainsuck.Gives the legs a good workout to!