I will be doing some winter camping this year since it's really enjoyable. A lot of the time on the trails we'll just bring bivy sacks and rack out where we want, but obviously the conditions have to warrant it. If you want someone else to go with, let me know.
We camped at Festiglace a few years ago and it was -40° at night, which was freaky because all the trees were snapping due to the sap freezing. Propane doesn't flow from bottles, water freezes almost instantly, liquids can freeze while cooking on the stove, and your breath creates snow when you sleep.
Camping above 0°F is much different. I often bring several outfits (sleeping bags, tents, etc) to a local park and test my gear there rather than just outside the house. I don't know why but it always feels different when I'm not setting up a tent in the yard. Just bring enough stuff the you can 'bail' from the experience if you want, but leave it in the car.