I just found the thread so I'll help keep it alive.
I've winter camped on lakes down to around -45 without a heat source in the tent. High quality sleeping bags, thermal underwear, hats, and ground pads make it do-able but still cold. I've used both Western Mountaineering (down) and Wiggy's (synthetic) -40 bags. At those temps they keep you alive and you get a little bit of sleep but it's not really all that comfortable. The WM bag was warmer than the Wiggy's but it was an 'overstuffed' -40.
After some trips without heat I then got a catalytic propane heater. We were so freaking excited to actually be warm that night. It didn't work out as planned (duh - small propane tanks don't work at that temp. The rubber stopper wouldn't seal and it was squirting propane - fun times!). There was much disappointment from my wife.
Finally I got a Kifaru with a fourdog stove. Winter camping in style!
Kifaru
Four Dog
Before setting up the tent I'll use the ice auger to run a few holes into the ice but not down into the lake. This lets the water from the ice-melt inside the tent drain into the holes. After a couple days I then have to use the coffee pot to empty the drain holes from the melt.
The main things I've learned are to spend money on expensive gear and stay dry.