Start with a warm sleeping bag. When you first get into your frigid sleeping bag in the evening, take a moment to wildly flail your limbs about for a bit. The movement will generate body heat, quickly warming your sleeping bag, making for a toasty evening cocoon.
Sleep on a warm bed. I prefer to use a two-pad system for cold weather camping, and will take the extra weight even if I’m backpacking unless I need to go really light. The benefits I get in my sleep are well worth it to me. On the bottom I use a Therm-A-Rest Z Lite foam pad to insulate from the cold ground. The closed cell foam will also not soak up moisture that is bound to accumulate in a frozen, snow-covered tent. On top of this I use a Therm-A-Rest Trail Lite lightweight air mattress. This provides additional insulation, keeping me warmer, is not in direct contact with the wet floor of the tent, and also adds some extra comfort to the equation.
Keep your sleeping bag warm all night. If you’re having trouble maintaining warmth in your bag as the temperatures dip in the early morning hours, it might be worth the weight and expense to use a body warmer or two in your sleeping bag. A good body warmer lasts up to 18 hours (which means it will still be warm when you’re fumbling to light the stove in the morning) and pumps out tons of heat. If I’m not careful, often I’ll toss one in my sleeping bag and wake up sweating. It’s not something I use every night, but it’s a good trick to have up your sleeve.
Stoke the fire in the middle of the night. Your body is your furnace, and calories (especially fats) are its fuel in cold weather. If you wake up shivering, “put a log on the fire” by eating a bit of high-fat food before going back to sleep. I stash a small quantity of chocolate or cheese near the head of my sleeping bag for just such an occasion. I’ve also known folks who take shots of olive oil at night or put half sticks of butter in their hot cocoa before bed. Do whatever it takes to keep the furnace going throughout the night.
Sleep in your clothes. A bundle of clothes makes a great pillow at night, but don’t forget that clothes also do wonderful things to keep you warm when they’re on your body. Anyone who perpetuates the myth that sleeping in less clothes keeps your warmer has obviously never actually slept outside. If you’re cold, don’t be afraid to throw on that puffy jacket, extra hat, or even liner gloves. You’ve got the clothes; you might as well use them. I tend to change any necessary clothes in the relative warmth of the evening, sleep in most or all of my clothes, and then wake up dressed and ready the next morning. This not only saves time but also ensures that I’m in all my layers, already warmed by my body heat, for the coldest part of the day. Be careful about chafing during the night, as a bit of broken skin or a rash can turn into big trouble if left untreated. Well-made outdoor garments tend to have intelligently-placed seams to avoid this issue when sleeping in your clothes. For example, Patagonia Capilene base layers are stitched with no seams in the arm pit, a place I’ll commonly chafe when sleeping in other clothes.
Sleep synthetic. Don’t get me wrong, I think down sleeping bags are great things—they pack well, and the warmth-to-weight ratio is incredible. However, if you’ll be out for more than a night or two, rest assured that everything in your tent will slowly start to soak through. Because your body is warm and your breath and sweat are both wet, any items in your tent or in close contact with your body will absorb a bit of moisture. Over time, this moisture build-up will drastically reduce the effectiveness of your down. Synthetics, however, are not as severely affected by moisture build-up and also dry more readily.