I put a tarp with bungee cords around our filter tank.

I try to bring the multiport valve inside if possible (I have to cut the plumbing this year to do so....next years to-do list gets a quick disconnect on the return side).

This year I put the pump in the shed. Drain plugs open, and it shouldnt get below freezing in the shed so it will be fine. I also hang the ladders from a loft inside the shed.

As far as the diving board, I got tired of lugging it into my shed (we have a spring board so the base weighs a good 75 lbs and the board itself probably another 35 or so), so I just left it tipped over on the concrete (to minimize how much of the base and board actually touch the ground). I suppose the ladders wouldnt be bad left out there either, Id at least drape something over them.

Not sure about covering your heater........that might fall under covering your central A/C outdoor unit........lots of people say no because a cover will trap condensation and cause premature rust. I defer to others for the heater cover.

-Chris