Winter is a quieter time for shrubs. In most regions, they are in a dormant state. There is still some care you can provide, though.
Shrubs can still be planted as long as the ground is not frozen. The shrubs will be dormant and handle the transplantation better.
In areas where the ground freezes, only water once the temperature and the soil is above 40F. There should also be no snow on the ground at that time. Otherwise, once the ground freezes, the water supply is locked up and the shrub won't receive the water. It should be done around noontime so it will have time to penetrate the ground before the cooler night arrives.
Zones 9 and 10 may want to fertilize roses and other shrubs to promote a winter bloom. Other regions should wait until spring.
You may do some pruning on your shrubs in winter. All dead, diseased and damaged branches should be removed. Only prune spring flowering shrubs as necessary - the spring buds are already present, so heavy pruning would mean less blooming.