Batteries are a lot like people in winter; they like to stay warm and be fed regularly to keep their internal chemical reactions happy, even if they're getting less exercise. We compensate with multiple holiday feasts and beer. Your car's battery needs its own annual routine.
Any car battery stored for a long period of time will suffer self-discharge, even in moderate climates—so southerners with garage queens aren't exempt. Real damage can result when a depleted battery's electrolyte meets freezing temps, cracking the internals and case. Proper battery storage with a charger avoids both problems.
Buy the right equipment.
Conveniently, effective battery chargers cost less than buying a new battery every year. (Translation: You have no excuse.) Just don't cheap out and get a "dumb" trickle charger; models that have a float, storage, or maintenance charge mode are preferred. Often called tenders, they have intelligent circuitry inside to cycle on and off and keep the battery at the right level without overcharging. They're perfect for winter lay up or any kind of long-term vehicle storage.
Prepare the patient.
Before attaching the leads, inspect the battery's terminals and cables, cleaning off any corrosion and replacing worn parts. This is also a good time to apply some dielectric grease to prevent further corrosion. Then it's as easy as slapping on the included alligator clips—red is positive, black is negative. If you're fancy, you can permanently install a quick disconnect. Just be sure the charger is unplugged or off before making the connections.
If you can't run the cables without leaving the trunk or hood open, be sure there's no light on as a result. If there is, remove the bulb to reduce the drain and keep it from burning out prematurely.
Charge and test.
When it first starts up, the tender might be in charge mode for up to a couple days but should then switch to its storage mode, usually signified by a light on the tender. If it doesn't, or you have doubts that the charger is doing its job, a multimeter set to voltage can verify the state of charge; just unplug the charger before testing. A typical tender will charge a 12-volt battery to 14.4 volts and let it go no lower than 12.6; any lower than that after the initial charge up and there may be a problem with the battery or the charger.
You can remove the battery and bring it inside where it's (presumably) not freezing, but it can still discharge over the season. If you choose to remove the battery and put it on a charger, keep it in the garage, since charging creates hydrogen gas, which is a fire hazard. You can skip the wooden block between battery and concrete floor, though; with modern plastic cases, there's no longer a chance of the damp floor causing discharge.
Following this advice will prolong the life of your battery, saving you money and aggravation in the end. There's still no easy solution to winter weight gain, though.