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Information mainly from Hampshire and the Isle of Wight by Nikolaus Pevsner and David Lloyd (1967) Yale University Press, New Haven and London. Direct quotes in italics.

Winchester Cathedral is an excellent representation of all the architectural styles through the Middle Ages, i.e from Romanesque (Norman) through the three main phases of Gothic: Early English, Decorated and Perpendicular.

General view from the north-west. The cathedral is the longest in Europe, 556 feet. Built largely of stone from the Isle of Wight. Originally all Norman, started in the 1070s, there are several major periods of re-building in later styles up to the early 1500s. This picture shows the Norman tower and north transept begun 1079 and the nave remodelled in Perpendicular Gothic in the late 1300s.

The west end is a particularly good specimen of Perpendicular architecture, i.e. a grid of vertical panelling in both windows and walls. It is in three sections, fronting the nave and two aisles. The central nave section is flanked by two slender octagonal towers.
The great Perpendicular central window at the west end is of nine lights, filling the whole width of the nave.
The panelled octagonal towers terminate in pinnacles. Balustrade and panelled gable, crowned by an image niche with pinnacles. 
The aisles have a four-light window each too broad for its position.

The three entrance porches at ground level have panelled sides and lierne vaults. The central arch is four-centred, the aisle arches become straight after the initial curve. Top balustrade.

Nave, north side. The first two windows from the west at aisle level are broader than the rest, being four-light windows with four-centred arches. They were built first and then the nave design changed.
Nave, south side. Three-light Perpendicular windows in aisle and clerestory. Buttresses between the windows. The detached flying buttresses were added in 1909/12 to protect the building from collapse.
Crossing of nave, tower and south transept.

The Crossing Tower has small Norman windows below and three tall Norman arches above on each side of the tower. The tower windows carry zigzag carving on shafts and rolls, indicating a date a little after 1100 - in fact, a rebuilding after the original tower had fallen in 1107.

South transept, south face. Norman window openings, but two of them with Perpendicular tracery inserts. Two buttresses with flat turrets, another buttress up the middle. In the gable is blank, flat intersecting arcading, and higher up stepped arches.
South transept, west face. The transepts and tower are Norman of late 1000s, the earliest parts of the cathedral. Both transepts have east and west aisles. Top corbel table. Two of the four Norman clerestory windows have had Perpendicular windows inserted. The Norman frame of the south (rightmost) window is unusual, It has been deduced that four towers were planned for the four outer corners of the transepts, and that this window was meant to look into the transept from the tower.
The lowest tier of the Norman windows on the south transept west face has a roll, a band of chip-carved saltire crosses, and a billet hood-mould. 

South transept, east face. Similar to west face except for ground level windows, see next picture.
Ground level windows of south transept, east. The original Norman windows have been replaced with later, Gothic styles. The left window is the latest, mid 1300s or later, recognised by its Perpendicular style of verticals in the tracery right up to the arches. The right window is early 1300s, reticulated tracery within the Decorated period. The central window, also Decorated, is in a style ten or twenty years earlier than reticulated, containing spherical triangles.
South transept clerestory windows. Norman with Perpendicular insert in left window.

North transept. Largely similar to south transept but with some variations in the detail.

Chapter House remains on south side of south transept. Pevsner describes the entrance as one of the mightiest pieces of Early Norman architecture in the land. Entrance and two bays of arcading l., two r. Sturdy round piers and big capitals of two scallops. Inside blank arcading all along the N side. Block capitals.

Cathedral east of transept. Three sections of different periods: Chancel, Retrochoir, Lady Chapel (under scaffold, but uncovered below).

The Chancel (also called presbytery) is Perpendicular and largely of early 1500s, although the arcades inside are of early 1300s. The east bay cants in noticeably where the earlier Norman ambulatory curved round. Four-light windows with panelled tracery. Flying buttresses. Plain parapet.
Chancel window tucked behind transept aisle. Pevsner: At the very W end of Fox's work it is interesting to note that a window like the others was made and placed which is almost entirely covered by the E aisle of the Norman transepts. So there was a plan to rebuild here and cut out the E aisle. We must be grateful to fate and the Reformation that nothing was done.
Chancel north side. Main details as for south side except for openwork panelled balustrade instead of plain parapet, and the pinnacles set diagonally.
Chancel gable end is closely panelled and flanked by octagonal turrets. Not unlike, but a little bit fancier than, the west front built a century earlier.

Retrochoir, south side, Early English c.1200. Pevsner: The exterior of the N and S sides of the retrochoir is of noble design. Three bays, with a high bare ground stage and above tall blank arcading, four units per bay with the middle ones a pair of lancet windows (i.e. tall, narrow with pointed arches, typical of Early English style).
Further E, however, the design gets confused externally as it is in so much E.E. external work. The walls step back with two staircase turrets, octagonal at the top. Then follows the stage of the NE and SE chapels flanking the longer Lady Chapel. These bays have one large window, now Perp, and one blank E.E. unit added to it. ... Above are two small tiers of blank arcading with trefoil heads. The number of arches is more in the top row than in the lower row.
Lady Chapel and SE chapel. The Lady Chapel is a Late Perp remodelling (late 1400s). One seven-light window (three plus one plus three) to N, S, and E with a transom and much panel tracery. Blank panelling below (not on the N side). The top corbel-table of small pointed-trefoiled corbels, however, is E.E. The re-cast buttresses have have crocketed gablets applied to them.

Jane Austen - grave and memorials in the cathedral

King Canute and Queen Emma - mortuary chest and information

Ecclesia - medieval statue in cathedral

Winchester Cathedral's Website

Robert Willis, The Architectural History of Winchester Cathedral  1846  - Very comprehensive