Kilian,
You'll be able to find a load of great advice for winter gear and winter classes here so I won't repeat what's pretty easily found. My first winter/winter-conditions hike was Quandary last year. ( I was very prepared with everything but great mitts and a little common sense

...man, you can't beat a great pair of mitts!! And bring extra ones if you can. )
Being my first winter 14'er I focused a lot on the cold but didn't factor in the extra effort. Depending on conditions, I would expect at least 50% more effort on a winter 14'er as compared to a summer one (yeah, that's a very subjective figure...it could be much less in great conditions...much, much worse in bad winter conditions). Sure, you might have one of those glorious days where you can actually drive to the normal trailhead, somebody has already done all the post-holing for you, there's no wind, your pack feels light and the temps are in the 30's & 40's. What you should come prepared for though are those days when you have to park a couple miles below the summer TH, wind chill reaches well into the negative numbers, it's windy with blowing snow, you have to expect a fair amount of deep snow to break through and you need to start pretty early to make it back to the car/truck before dark (if hiking in the dark isn't your thing

).
While I had a great day up there on Quandary, it could have been worse in relativley benign conditions and I learned a few useful rookie lessons:
http://www.14ers.com/php14ers/tripreport.php?trip=5516&parmpeak=Quandary+Peak&start=75&cpgm=tripmain&ski=IncludeIf you've got the gear, feel free to come with us on Saturday!
Peace is every step. ~Thich Nhat Hanh