Thanks everyone for your answers.

The wife wants to put the fish back into the pond, after several hours of
acclimation, of course. My vote is for an aquarium and getting the little fella
a companion from the petshop and then putting them all into the pond in the
spring. I know fantails aren't the best type of goldfish for an outdoor pond,
as they don't swim that fast. But it adds some diversity to a pond full of
comets.
The other thing I'm thinking about is that I really can't keep up on the
string algae all through the winter. It just grows too fast. So if I put the
fantail back in the pond, it just might get tangled up again.
No, I think it's going to spend the winter in an aquarium. I know it's used
to having 1,000 gallons of space to swim around in, but it's just going to have
to get used to a smaller hotel room for the winter.