You can do pretty much everything except asphalt pavement. The plants shut down in late November or, sometimes, early December. If it's a clay site, you may have difficulty with site disturbance. You also can't count on using clay as fill, since it is difficult to dry in the winter. You will probably have to import granular fill if this is the case.
Obviously, construction costs will be higher in the winter. Expect higher costs and more time for site grading, masonry, and concrete.
Winter work can be done, but it is expensive. some problems are: 1) Frost. In New England many excavators will refuse to dig or charge a high premium. This is because ripping frost is hard on the equipment. 2) Backfilling. Most specs prohibit backfilling with frozen material or on frozen ground. We often us 3/4 clean stone to backfill. 3. Utilities. Frost does not allow for hand digging. Missmarked utlities are often ripped out of the ground with the frost. 4) Grading or large site excavation. It may be nessecary to rent thaw machines. besides the rental(which is not cheap) you need to figure fuel and handlig the hoses. 5)Lost time. If it snows you will not only lose the snow day, but you will have an unproductive day digging out. 6) Cold. Big Iron does not like to start in cold weather. You will need fuel with winter additives to keep the wax out of the diesel. Even so starting equipment below 20 degrees is hard. I have had days were it took us until lunch to get equipment started. and finally 7) Spring also known as mud season. The upper layers of frost thaw, turning the frost into water. however since the lower frost is still frozen, it can not drain, so it stays on the surface, making an awful mess.
These are probably the main considerations. The most important point is the stone. I usually stock pile some on site if i can.
If anything else besides site work is done, such as concrete placement for retaining structures or buildings, special precautions are necessary.
Any concrete placement will require added measures to maintain the proper curing temperature. Sometimes these measures involve something simple like keeping freshly cast concrete covered, or they may be more extensive; constructing temporary "tents" with a heating system.
Large mass pours require less frost protection while thin structural elements such as walls or retaining walls will require more. The colder it is, the more the concrete will need to be protected.
All of this, of course, adds time and $$ to the project.