Be careful if your power goes out for more than an hour. If the water freezes in the pump(s) or filter it'll crack them.
The pumps have drain plugs in the bottom. Also take off the strainer basket on top. I had to pour hot salt water in mine to get it to drain. Let the pressure out of the filter with the top valve. Of course shut the whole system down so it won't try to turn on.
Otherwise it could get pretty expensive real quick.
I've got no choice but to keep it running as my pump is a few feet below the pool. If you open everything up you have to drain about a 1/3 of the pool. The waterfall on the other end is keeping the deep end from freezing and I keep going out and chipping the ice away from the skimmers.
I built a temporary shelter with some thick plastic to cover the equipment and put some heat lamps in. So far I haven't had any problems but it's a big concern. Especially since I just dropped some nice coin last spring to upgrade all of the equipment.