They both involve keeping a warm and dry sleeping bag.
Get a water resistant outer cover for your sleeping bag, like the kind made by outdoor research.
This protects your bag from melting snow and wet dogs, and provides another layer of warmth for your bag.
It is king of pricey though.
More reasonable, and probably more essential in winter time is an inner vapor barrier, like the kind sold at Campmor.
You get in this nylon bag, inside your sleeping bag. It is impermeable to moisture, which means that water vapor from your warm body does not condensate on your cooler sleeping bag. This is an essential in very cold weather. The bag also reduces heat loss. It has to get awful cold for you to be uncomfortable inside this vapor barrier inside your sleeping bag.
These two items are a couple of the best things I have acquired for being comfortable on cold fall, winter, and early spring nights. I would never be without either one of them.
The outer cover may not be needed by most people. I sleep with my dogs in the tent though, and having that over my sleeping bag prevents them from getting it wet or dirty from their backcountry fur.
Of course your warmth depends on a couple of other things - the temperature rating of your sleeping bag is a major one. My sleeping bag is rating to -15, which has been adequate for the camping I have done. Cold resistant bags are more expensive, and can be heavier. A workaround is to take two sleeping bags of a lesser temperature rating and combine them for your winter trips.
It also helps to have a good meal late in the day, so that you have plenty of fuel to generate body heat during the night. Hot chocolate and chocolate bars are always part of the after dinner menu on my November to February trips.
My dogs are awful good companions, and I take care of them up there, which is why they are in the tent with me. I heard a reputable story from a Colorado Division of Wildlife Agent about a young man backpacking with his German Shepard. He left the dog out at night, and a mountain lion attacked and killed it.
I have also heard stories of mountain lions in Colorado attacking dogs traveling alongside horseback riders.
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