Some people change their mowing height and fertilizer mix in order to "prepare for the winter", but we disagree with this practice, and advise to continue mowing at the standard mowing height and fertilize at the standard 4-1-2 NPK ratio until the lawn goes dormant.
We generally advise against increasing mowing height as it creates more mess to deal with in Spring, and does little to protect from freeze.
Warm season lawns that we have in our area will go dormant after the first hard freeze, and will have to be scalped in the Spring as they start to wake up. Increasing mowing height both makes the dormant lawn aesthetically unpleasing, and it increases the amount of grass that will have to be scalped in the Spring.
Slightly higher lawn can help in prevention of freeze damage, but not in a way that most people imagine (i.e. that 4" lawn will protect the soil more than 1" lawn from freezing temperatures). Higher grass blades, due to higher area of grass blades, can generally hold more surface water than shorter glass blades. Freezing of water releases 144 BTUs of heat per 1 pound of water (water turning into ice heats up the plants and the environment), so a soaked lawn, with irrigation constantly running, can avoid damage from a hard freeze (water inside of plants will not freeze) simply due to heat/energy released by turning water into ice. You should generally avoid this unless you know what you are doing, and you expect a relatively short freeze (since most of irrigation systems in our area can only run one zone at a time, so we can't provide constant irrigation to the whole lawn during the freeze).
Winterizing fertilizer is unnecessary, and in our opinion is mostly a marketing trick, and standard 4-1-2 NPK ratio should be used. It is true that different elements support different parts of the plant, but the plant can only use what it needs, and bumping up one of the elements will not magically create deeper roots, more stored energy, or more healthy plant (i.e. would you rather take an extremely strong Calcium supplement to promote bone health, or a balanced supplement, with sufficient Calcium, that promotes overall health).