Since purchasing my 22" WSM back in February I have kept it outside with a garbage bag over it, then the weber cover over that. I always clean my WSM within 12-24 hours of a cook. I leave all the stuff inside once it's cleaned, cover it, and have it ready to go for the next cook. I plan on leaving it outside for the winter and expect no problems. Chicago winters can be harsh at times, but it shouldn't be a big deal. I feel ashamed to say this, but I have had a 22" OTG kettle out on the patio for the past 9 years with no cover on it what so ever and it still looks great and has no rust on it.
The Weber's shouldn't really rust unless the porcelain coating has been scratched, dinged, or compromised in some way. Grates on the other hand are a different story, especially if water leaks into the grills, but it shouldn't take much to prevent that.