You can do pretty much everything except asphalt pavement. The plants shut down in late November or, sometimes, early December. If it's a clay site, you may have difficulty with site disturbance. You also can't count on using clay as fill, since it is difficult to dry in the winter. You will probably have to import granular fill if this is the case.
Obviously, construction costs will be higher in the winter. Expect higher costs and more time for site grading, masonry, and concrete.