If the area in which you live experiences freezing temperatures in the winter months, you have to make sure your pump is installed below the freeze line.
Also, any discharge hoses should be wrapped with electrical heat tape and sloped/pitched downward to ensure all of the water runs out. This will prevent your discharge pipes from freezing full of water and cracking. In addition, you will want to make sure that all electrical components, wiring and so forth are well protected from the elements.
Lastly, to avoid having to buy a new pump next year, you'll want to make sure the incoming water is being filtered so that debris doesn't get stuck in the pump. If you have concerns about this, it's okay to use a sewage pump in place of your sump pump. Sewage pumps can generally handle up to two inch solids. It's still a good idea to filter the incoming water with your sewage pump though, as anything over the two inch maximum could clog and ruin sewage pumps and sump pumps alike.