There are a number of ways to accomplish this and based upon your needs, you should be able to find one that suits you.
Cold conditions also require special preparation especially in emergency situations. Anyone involved in winter sports or travel should have with them a winter emergency kit. You can survive weeks without food, yet only days without water. Hypothermia is also something to remember, since it can kill you in a matter of minutes. Shelter from wind and water is vital. Matches and fire starters are a must along with water, food, and back-up heat sources such as hand warmers. Other items that might be included are a compass, a whistle, light source, and a poncho or emergency blanket. All of this can be stored and carried while snowmobiling, skiing, or virtually any other winter activity.
If things become really serious consider what resources you have at the time. The newspaper could become an emergency blanket, as well as kindling for the fire. Your sheepskin seat covers, or the padding from the car seats themselves, may be the insulating difference between life and death. Both are extreme examples, but during an emergency, it may be all that is available to you. Below is some useful information about staying warm in different conditions.
On the Road
Being prepared on the road during winter includes having a supply of extra clothing, blankets, food, water, and hand warmers in your car. An emergency car kit would come in handy for such an occasion. If you do get stranded, stay in your car. Run the motor for short periods of time to operate the heater. As soon as the car warms up, turn the ignition off. Have your window cracked a bit to let in fresh air and to avoid carbon monoxide poisoning. Tie a bright piece of cloth to the antenna to alert rescuers. If you decide you must leave your car, leave a note telling who you are and what direction you are heading.
One of the most important things to do is to keep yourself warm. It is suggested to wear warm clothing including a hat, scarf, gloves, and socks. Your head, hands and feet can lose a lot of body heat. If you are in a severely cold emergency situation, wear 3 or 4 layers of dry clothing, towels, or blankets. It is recommended to change clothing as often as necessary if it becomes damp.
In the Home
What if the power fails or your furnace heater goes out during cold weather? You can still stay warm in your house if you build an indoor shelter. Put several desks and small tables together as a frame. All four sides, the roof, and floor should be covered with some insulating materials such as mattresses, blankets, pillows, sheets, clothing--anything you can get your hands on to make the walls 15 inches or thicker. Make the shelter compact with only a small space for each person. Lie close to or hug another person. Your body heat will keep the shelter warm. Another effective way to get warm is to drink plenty of warm to hot liquids.
If you are outdoors in the cold, you can still keep yourself warm. First, if possible, you should build a fire. If you don't happen to have matches you can still start a fire. Your car's cigarette lighter, battery, and gas can all be very helpful for starting fires. As a last resort to lighting a fire, you can disconnect the positive battery cable and touch it on the metal body of your car (as far away from your battery as possible), it will create sparks. WARNING: Use extreme caution with this method--the gas fumes from the battery can catch on fire and cause the battery to explode. A safer way to make a fire is with a piece of hard steel and a rock. Strike the two together and create sparks to light some tinder. This method takes a lot of patience. The wise thing to do is to carry a method of fire starting with you.
If you are stranded without shelter, you can build an adequate shelter using a few simple items. If you have a tarp and can find some long poles and a standing tree, you can build a tepee. In the winter time, you can dig a hole in a snowbank and lay 5-15 inches of insulating materials beneath you. Make sure you pick a good snowbank in a stable area out of avalanche danger. Dig a small opening and enlarge it from the inside. Make it big enough for a comfortable fit, yet small enough to allow your body heat to warm up the interior. To circulate enough air, dig downward first, then up and inward. The low spot will act as a trap for the cold air coming from the open doorway. If you find a tall pine tree, you can dig a shelter under its branches. Line the dugout with tarp if possible. If you can't build a fire or a shelter, stay active and keep moving.
Be wise and do not compromise. Over all, the best way to be warm is to stay warm. The old adage holds true "an ounce of prevention is worth a pound of cure."