What I learned this hot/humid NYC summer was that my hair LOVES/NEEDS protein. Also, as long as you follow a protein treatment with a good moisturizing conditioner you will have few problems. But you have to do both.
On the rec of a forum poster, I also occasionally do my protein treatment as a pre-poo, followed by a moisturizing shampoo and then moisturizing conditioner.
Can't say what will happen this winter. But my hair seems to love protein. My hair doesn't behave well without it.