Besides the obvious of bedding, food, heat source, water, window / windshield blinds / shades, hygiene products, I recommend a cell phone and CB radio, as well as emergency funds for breakdowns.
If you haven't already, you may also want to get familiar with my recent Safety Inspection
thread, and a recent "bus safety" thread
on which several others and myself posted several useful / essential items.
A word about heaters....
Leaking heater cores supplied by engine coolant can produce toxic fumes that can cause illness or death in sufficient quantities.
Propane heaters are known to rob oxygen and possibly increase CO2 levels, which can kill in your sleep. Crack open some windows or vents if using such a heater. Also, sleep a reasonable distance away from it. This also applies to diesel / kerosene heaters.
Personally, I recommend a generator with a high-rise exhaust and electric heat. Alternately, 12V electric blankets are available as well.