Be aware that Allen and Mike have to have a gimmick to sell their books. Do not rely on their advice only, especially about the universality of snow caves.
My first snowcamping trip was with the boy scouts in November in Illinois. A freak snow storm hit and there were 18 boys and one leader. I had the ONLY pair of gloves in camp and they were elcheapo cotton. The one leader had to drive to a phone to call for help evacuating us and it was hours before we left. Can you say cotton hoodie and levis?
As an adult I started driving to snow parks in the Sierras with a buddy. We would pull sleds and make two trips to a spot 200 yards from the truck, behind a stand of trees. It was never far to the truck, which was a good thing because we would go up when there were severe mountain storm warnings. We probably camped like that for ten years, taking short snowshoe and ski trips during the day. Never the less we did camp at altitude in winter storms and perfected cooking and camping in blizzards. We did learn the pitfalls, generally the wrong way. I did fall through a cornice, break through thin ice skiing to the edge of melted water in the middle of a lake rather than melting snow, and one night half a ton of snow fell from a tree and hit 3 feet behind us.
It seems pretty anal but you cannot be too careful in an unknown environment. TomD got very sick and weak and we had to evacuate a camp maybe three or four miles in at over 7,000 feet. Being nauseous and weak could cause extreme problems if you were too far in to retreat, or were alone. Another friend always pulled a muscle, generally from picking up a 60 pound pack. I was used to skiing with a 45 pound pack, but if it throws you down, it hurts a lot. I was pretty thrilled to get down to 30 pounds, but I only accomplished that by buying a Bibler tent, WM kodiak bag, Kelty white cloud, REI goretex shelled down bibs and a Marmot deep winter coat.
Depending on your definition, I DO NOT LAYER in winter. I wear my long underwear and shells and maybe a fleece jacket skiing, then don my down bibs and down coat in camp. My booties are big synthetic jobs from campmor with gaiters sewn to the top to make very warm soft mukluks.
Go slow, take way too much gear, stay near your car and do not set you tent up under trees, And take the hottest stove you can get.
Now I go solo most of the time, have about a 25 pound pack using the same bibs, coat, tent, and down air mattress. My new pack is also a Kelty spectra job, but its bigger and lighter, 6500 cubic inches. I use NO STUFF SACKS. Oh yes - balaclavas are wonderful and a pair of spare dry light "sleeping gloves" makes a bag cozier.
If you wear a down coat inside your sleeping bag, your hands will freeze because they are on the wrong side of the insulation from your body. Likewise sleeping in down pants isolates your legs from each other. put you down coat over you torso either inside or outside of the bag depending on how much room there is. Filling in extra room will make you warmer. Tying a cord around the bag just above your knees will make you a lot warmer, but an elastic band inside the bag works even better. My WM winter bag has two elastic band that got around it just inside the inner nylon layer - I put them there, and I think it adds ten degrees to the bags rating.
Jim