Eat well and stay hydrated. Change into dry (I don't mean feels dry, I mean dry) base layer to sleep in. Drink plenty of hot beverages, eat a snack and walk around before bedtime.

As I only do one to two nights at a time in winter, I simply add a layer or two to my three season gear. Now in the lineup - Marmot down jacket, OR down beanie, a wool beanie, balaclava, merino liner gloves, fleece warm gloves, shell gloves, primaloft booties for sleeping, heavy merino socks (2 pair), mid to heavy weight base layer, and now - down pants. Plus the waterproof shell layer. I have a windproof Mountain Hardware technical fleece I take for wearing while in motion, if it gets that cold - a midweight base layer and the wool beanie, if the weather is fair, is adequate most of the time when in motion, and a layer gets thrown on the minute we stop. Soft shell pants with full side zip and a midweight base layer for the bottom for during the day and frequently I'm ventilating by unzipping halfway. Not sweating out my clothing is the real goal. (This is snowshoeing I'm talking about... going to coastal destinations in winter, it's just three season gear with full rain pants/jacket instead of a poncho.)

I hate being cold. I don't even try to go light - I go comfortable. Think my winter weight goes up to 30 - 35 lbs for an overnight two day trip. I also take a shovel, and the tipi tent instead of the tarp/tarptent.

Oh - and glacier glasses or goggles.