Have I been winter camping? Winter is the absolute best time of the year for "easy camping". You don't need a tent usually, except for wet snow. The colder the better.
Most nights, the stars are bright, and you just flop your pad down on top of the snow virtually anywhere. the snow acts as a cushion, and molds to your body. The pad insulates you, and keeps you dry. It is absolutely critical to stay dry, especially with down sleeping bags. Never let any part of you touch the snow, or the warmth of your body heat will melt what it infringes upon, and slowly seep into your bedding.
In a storm, burrow into the snow. It is easy to mold a snow house, and there are infinite variations. For instance, during one bad snow storm in Maryland one January, eleven of us carved into a huge drift formed on the back of a hillside, and made one long hall which fit us all nicely for the night. Advantages: the snoring is absorbed by the snow. A candle throws off huge amounts of light. The temperature inside was fifty degrees warmer than outside the cave. For an instant shelf for food, stoves, etc. you just punch a hole into the wall - wherever. No rent. no wind. Quiet. And disadvantages: you have to crawl outside over everyone else to go pee - unless you're male. then you just drill a hole in the snow.
It's never too-o-o cold. You dress for it.
The Eskimos look forward to winter. It's much cleaner when there's no mud, and everything freezes into a solid.
I always long for the snow flakes to come, so I can go camping, usually on skies. But no one wants to come. How sad.