I packed a Wiggy's bag into the woods once... then I bought my own. That thing was enormous and just devoured my pack. I swore those things off after that experience.
I have used TNF, Marmot, EMS, and a few other brands. I used to work for EMS so a lot of my gear I got while I worked there. My winter bag is a 0 degree 775 down fill EMS brand bag. I sleep cold (usually go 20 degree warmer in a bag than expected temps), but I've found when I use a good ground pad an a bivy sack I'm good to go down to the true bag rating.
The brand of the bag matters very little to me. I shop weight and features primarily. There are lot of quality brands that offer comparable, good quality bags.
My method was to pack my down bag in a waterproof compression sack, then drop that into my gore-tex bivy that I lined my pack with. I used it like a big garbage bag inside my pack.
My own preference was to use a tarp and the bivy instead of just a tent. I used to teach and lead trips, so the bivy could be lent to a cold student, or if the campsite sucked and there wasn't room under the tarp I could go off on my own, etc. The gore-tex bivy didn't weight much more or take up more space than a nice thick contractor grade liner bag for the pack, so once I bought it I almost always took it with me.
The tarp was more multipurpose for my needs and lighter than a tent.
In addition to the tips given... hot water bottles.
Boil your water before going to sleep, then fill your Nalgenes or whatever with the hot water, use them to preheat your sleeping bag before you climb in. Make sure you re-tighten the bottles a couple mins after filling them. Once the bottle gets up to temp it will leak as the cap won't be as tight (heat expands), so make sure you check it and crank it down a little more after a couple mins.
I usually parked one between my thighs (femoral arteries) and another by my feet (common cold spot) when I was winter camping. I kept my base layers for the next day inside the bag (wouldn't be cold as shit in the morning) and slept on top of my shell layers (under my sleeping pad) as the radiant body heat usually kept them from freezing solid (and it provides more insulation from the ground).
What I tended to do was throw a fleece over my face when I slept. I used a Patagonia R2 which is highly wind permeable, so it didn't restrict breathing, but it retained a little heat and kept my face from feeling like it would freeze. The outside of it might gather some frost, but it's easy to knock frost off of fabric in the morning.
Also, if you use double boots, rock your liners inside your sleeping bag at night. Frozen boots SUCK in the morning.
Last bit of advice, let your bag breathe when possible. If you get to camp early, or stop for a long break... bust out your bag in the sun and let some of the moisture escape while you can.


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