There is not much you can do to prevent the exhaust from rusting. You can paint it if it is paintable, but I have yet to find any kind of coating that won't burn off an exhaust fairly quickly. I have coated headers on cars with a number of different things, everything burned off. I did have an MX bike a long time ago that the exhaust kept rusting on, and it was only ridden in dry conditions. I just kept the pipe coated in oil. Most of the oil would burn off, but if you just keep putting more oil on it it starts to leave a coating. Anyway, it finally quit rusting.
As for everything else made of metal underneath, in addition to washing off the salt, I would also coat everything in WD-40. It works very well at protecting metal from rust and corrosion, and is very inexpensive if you buy it by the gallon and put it in a spray bottle. I live in the middle of the AZ desert, and don't have that problem, but if I did, I think I would have a scooter just for winter use, and save the nice one for when there is no salt on the roads. I know of a couple of people that have a second beater car just for that purpose, while the nice car sits in the garage all winter.
"I refuse to give up the thrill of living for the relative safety of existing" Nick Ienatsch
"Life is not a race. Don't treat it as such. If you don't believe me, just have a look at the finish line"