since your pond has now been in for a few months it has probably all balanced out and now looks great. I hope you have chosen not to use the blue die stuff. If you create the correct balance of plants it is NOT needed and your water will be CLEAR. It is going to go through some cycles though as you saw in the begining until everything gets balanced out. It is part of mother nature - that is what you were trying to simulate, right?
As far as this winter, i would not do anything different. I live in St. Louis and leave my pond running year round. As long as the water is moving through your UV and pipes etc it is not going to freeze. You know how damn hard it is to freeze moving water, i dont think that will be a problem for you. THe surface may freeze, but if you have a water fall as i am sure you do then that will allow the needed air / water surface contact. If your pond does begin to freeze over completely i am sure it will only be for a short time period and you can either break a small hole in the ice or just wait for it to melt. I have had a few freeze overs (a shell of water freezes over the water fall - it is really col looking) and have never had negative effects in the 3 winters i have had mine in.
good luck, and enjoy your now pond.
ohh and i agree with those that said wait till spring for plants and fish.