Not everyone likes or wants to dress up their dog in full winter gear but do consider some kind of paw protection. Icy, salted sidewalks can be very painful for your dog's paws after a few minutes of walking on a cold day. Little balls of ice and snow can build up in between the pads. Keeping the fur trimmed can help but using boots or specially formulated "pastes" provide a barrier.
There are many pastes on the market including Mushers Secret and Invisible Boot. All you do is apply some to the paw pads before your walk. It does wear off so watch for signs of discomfort during your walk. One company makes a small portable version to allow for quick application outside. When you come inside, a quick wipe is all you need (with some cookies!)
If you choose to use boots make sure you begin now to train your dog to wear them. Don't wait until the first big snowfall. It's not a normal thing for dogs and most will not like it - understandably. The same goes for teaching your dog to wear any type of clothing.

Stay warm!