The ideal thing is to have waterproof everything from the factory. But if you don't, then
Plastic Dip works good on the servo, a balloon would work good on the receiver and motors don't need anything for protection from water/snow. For batteries, it helps to just cover the exposed ends with silicon gel or some kind of removable sealant. The ESC is the hard part. If you wrap them, they thermal or over heat very easily. If you don't, then they can break form water very easily...

. So you best option would to just buy a water proof ESC like the Mamba, Mamba Max, MGM, etc.
I actually drove my BL RC18MT in the snow before with a Mamba 6800 and without waterproofing anything, and it worked just fine afterward.