Clean out rotting vegetation, dead leaves and plants etc.
Check and clean out filters. Do not turn them off over winter!
Cut back any plants that require it.
Remove lilies for overwintering.
Check pipework joints and seals as ice can open cracks.
Check the pump is going well with no worn parts. Raise it to just below the water surface. The agitation will help stop ice forming and warmer water will stay undisturbed at the bottom. Normally warm air and water rises but in a cold pond the surface water freezes and forms an insulating layer which forces the warmer water to sink. That is why pond fish head for the depths during winter. If the water temp reaches 2C ice crystals will form in the gills, causing them to burst and kill the fish.
Cover part of the pond if you can as this will stop the whole surface from freezing so oxygen can still dissolve and carbon dioxide escape.
Make sure the cover allows light through or algae and plants will die and pollute the water.
If you have a waterfall or fountain it may pay to turn them off as flowing water will chill rapidly and lower the pond temp.
Don't feed the fish. Once the temp drops below 10C the fish's digestive systems shut down into semi hibernation mode and they can't process food.
Nitrates will build up over winter so make sure you do a water change in the spring.