Caterpillars

You won't have eggs over winter.

Some butterflies will hibernate or will over-winter as chrysalises.

Despite the best efforts to rid your locality of them, you won't stop them flying in! That's where netting comes in useful.

http://www.britishbutterflies.co.uk/asp/winter.asp

you'll also probably have some moth caterpillars overwintering in the soil - sometimes lumped into the general name of cutworms. Digging over will expose many of these and the birds can get them or you can pick them and put them on bird table... not all of them cause damage but there are so many species and they're so tricky to identify it's probably better treating them all as potential pests.

Or, as we did, you can keep them in a jar with some soil and some plants and see what they change into...