I remember being semi-ridiculed for asking this question many years back when I first started Winter hiking. Seemed like a good idea to me at the time having one or two (or some fluorescent flagging tape) but that seemed to bring out the LNT extremists and their fear of permanently flagging routes. Several people mentioned taking these flags down when they find them, which could be potentially dangerous to the person relying on them. That stood out in my mind. Never wound up using either of them although once or twice I think I wouldn't have minded having a few with me.
Sometimes when I'm camping on a hike I'll hang a few tent stakes on a tree branch to mark my spot to turn into the woods off trail for my site when I go out after dark to tree line to take pictures. I use other landmarks like downed trees, rocks, etc but that reflective flash of the stake in my headlamp makes for a quick and easy location point.