Unless you have bare metal, they should be fine. The porcelain coating on them is designed for them to last a lifetime. I picked up a "beater" off of craigslist and I leave it out in the winters..uncovered so if I want to grill, the cover is not stuck to the kettle. Its always covered in the spring/summer/fall but not the winter. If for some reason something happens to it (which it has not yet), I will just strip it for parts and pick up another. I am pretty anal about my others and they always stay in when the weather turns (actually all the time). Just give them a good exterior cleaning in the spring and get rid of any surface rust that might start on the legs, triangle and other bare areas. Like Troy said, clear the snow off of them. If you know you are not grilling for a while, throw the cover on, but I leave mine off as I never know when I am going to get in the mood for a grill..
Tom