A cost effective "sealant" is Finish Kare`s FK1000P Hi-Temp Wax (really a wax "hybrid") for the winter.
Another sealant is Klasse Hi-Gloss Sealant Glaze, layered 2 or 3 times, that will give very good protection through the winter (according to highly-respected Autopian "Accumulator").
Myself, I am a wax aficionado, and use Collinite 915 Marque D-elegance, but their 476S wax may be a better option for the winter. But I am "old school detailing" in that department.
I would think that MOST Autopians would highly suggest coating your vehicle for the ultimate winter protection that will also provide year-round protection for your vehicle. Yes, it is expensive initially for the product itself, but the long-term benefits are very worth-while. However, properly prepping ("properly" being the key word here) is an absolute MUST to getting the most out of coating , and not everyone has the equipment, car-care chemicals, and experience/skill necessary to optimize those results. If your vehicle has a lot of scratches (referred to as Random Isolated Deep Scratches, or RIDS), your vehicle may not be suitable for a coating, as the coating will magnify and "enhance" those scratches or swirls, and the vehicle will look like "crap". That`s the down side. If you are considering a coating , look at Polish Angel Viking designed specifically for artic/winter climates.
There is one other newer-type over-the-counter consumer-applied "sealant" choice and that is Meguiar`s Ultimate Fast Finish. I have NO experience with it, so I cannot comment on its winter performance. You can research this yourself within this forum OR call the Meguiar`s Hotline and chat with a customer-service rep about this product. I throw this suggestion out to you about Meg`s UFF because it is available OTC at almost any place that sells Meg`s consume-line of car-care products (like Walmart) and it is relatively inexpensive compared other OTC products. I would still suggest that paint surface preparation is key to getting the most out this product and having it look its best on your vehicle.