The decision to eat locally and in-season as much as possible creates some issues in the winter months. It's obviously not possible to eat in-season in the dead of winter when nothing's in-season (if you live in the northern zones). Still, there are many ways to enjoy nutritious foods all winter long without having anything shipped in from Chile.
If you plant a summer garden, a root cellar will let you store many vegetables successfully through the winter months. Carrots, potatoes, cabbage, apples, beets, turnips, rutabagas all come to mind as good keepers, but a good book on the subject (such as Root Cellaring: Natural Cold Storage of Fruits & Vegetables) will give you the information you need to store many other types of fruits and vegetables successfully. If you don't have an actual root cellar, many basements can be reconfigured to work well for food storage, so don't abandon the idea outright.
Certain crops can also be overwintered in the ground, or buried in a container in the ground.
Growing dry beans each year will give a nice supply to use in hearty winter soups and other dishes.
Canning, pickling, brining and freezing are other good options for extending your harvest into the winter. Even if you don't garden, the produce you buy at farmer's markets and roadside stands can be put up for winter use in the same way.
Then, experiment with indoor gardening. What can you produce indoors? Herbs and tomatoes (see my last two posts), baby greens, wheatgrass for juicing.
Start growing sprouts indoors. It's so easy and sprouts are packed with nutrition and beneficial enzymes.
Grow some cold-hardy greens in your garden each year. Depending on where you live these can keep going into at least the late autumn/early winter and in some places all winter long. My chard is still producing in Zone 5 in late November. The outermost leaves get killed by frost but the inner leaves keep coming. Parsley has also done well for me in the winter, although I've always had it in fairly sheltered places.
Dehydrate foods for winter use.
Use cold frames to extend the growing season--garden later in the fall and start earlier in the spring.
Build a green house or hot-bed.
Experiment with lacto-fermentation. This is a method of food preservation that our ancestors used before the advent of refrigeration. Sauerkraut is the one lacto-fermented food we're still most familiar with, but there are many types of foods that can be fermented. Not only is this a good way to preserve food, it also provides many health benefits. Here are two articles on the subject of lacto-fermentation:
Homemade Fermented Sauerkraut
As you can see, there are many ways to bridge the winter months. The best strategy I think, both to keep things interesting and to provide the best nutrition, is to use as wide a variety of methods as possible.