You can go fancy with an "Arctic Oven" like this: http://theroadchoseme.com/liard-hot-springs-winter
Or old school with a wall tent like this: http://theroadchoseme.com/haines-pass-camping
https://www.youtube.com/results?search_query=hot+tent+winter...
You do get to nice places so if temperature is no issue for you!
It usually feels much colder near freezing because of the humidity.
Once it's past about -30 it's extremely dry, and it feels much less cold. I'm much happier at -20 to -40 than just above or below freezing. Also snow just wipes off and you don't get wet.
The coldest day of my life was snowboarding in Juneau, AK. It was only -30C or so, but it was really, really humid. I was wearing everything I wear when it's -45, and I was freezing all day. I mean I couldn't feel my feet, hands, face and then had to constantly do pushups and jumping jacks to try and stay mobile.
Luckily we had a snow storm, so soon after tugging in we were covered by an arms length of warm and insulating snow (I remember being worried to not being able of to keep my breathing tunnel operational).
The first minute or two of slow driving is actually bumpy until they warm up a it (even really, really high quality winter tires do this).
Also strange things happens like the plastic around your gear shift shatters, CV joint covers just tear, your seat is frozen solid so your head is on the roof, etc. etc.
