Camellia and Daphne are two that come to mind.

Pansies are great for winter color but they are annuals so you have to plant them every year.

Prunus mume !!!!!!
A showy, short-lived Cherry or a stinky soft-wooded pear will never satisfy you again. Not after you walk out into a frosted or snow-covered garden to see branches exploding with whte, pink, or coral single or double blossoms. In January. Mine bloomed for 6 weeks this year. And the sweet smell that will blanket your garden! Grow a Japanese flowering apricot. Everyone grows 'Peggy Clarke'. Branch out and try one of the paler flowers. Or spicier scents, like 'Kobai'. Or a weeping form. I'm not exagerating. Look it up. Resistant to most pests and diseases. If you are in Triangle area, I find mine at Camelia Forest. Nice sized shade tree for a small patio in a few years.

Hellebores is the first one to jump in my mind.

What month of winter? There are some things that bloom in early winter, some that bloom in late winter and a few things that bloom all winter long. The great thing about winter bloomers is that they tend to hold on to their flowers for a much longer time.

Winter honeysuckle. Doesn't look like much throughout the year but makes up for it for 3 or 4 months in the cold with the sweet fragrance. Cornus mas, aka cornelian cherry has late winter blooms of frizzly yellow- that look a bit like a witch hazel, and sets fruit either you or the birds can eat. Sometimes lorapetalums bloom very early, too- similar bloom, except pink or white on evergreen bushes. I find my coral honeysuckle will often bloom on and off through the winter when it warms up a bit. Bush cherries have very pretty blooms in late winter too. Oh, and star magnolias bloom in late winter/early spring although they do sometimes get burned if conditions aren't right.

There are some bulbs that bloom very, very early here- species crocus are my first in late Jan or early feb, plus snowdrops, cyclaman coum, and some others, that can light up a winter's day. Trout lilies are a native that blooms in feb- march, along with hepaticas. Lots of cool weather annuals that bloom either through the winter or very very early spring/late winter. Such as, dianthus, pansies, toadflax, snapdragons, poppies, larkspur, nigella, and bachelor's buttons.

Edgworthia is a nice winter blooming plant. Corydalis are small, but in masses are showy. There are several types of toothworts (Dentarias) that bloom early, although I think of these, along with the trout lilies and hepaticas, as early spring.

There are quite a few books on winter plants, one by NC authors, as a matter of fact.

Mahonia x media cultivars. Iris unguicularis (winter iris).

I have a Camellia Forest prunus mume Kobai - I second that recommendation, and the hellebores. The dwarf contorted witch hazels are on my drool list.