I hear that sleeping on snow is actually not that bad.

Many combine a foam pad and a thermarest for winter. Me, I would take my hammock and a four season underquilt, a down filled air mattress, or a reservation for a cabin with a nice fireplace.
_________________________
"In the beginner's mind there are many possibilities. In the expert's mind there are few." Shunryu Suzuki

http://hikeandbackpack.com