Sorry, I didn't see your post until just now. I've done some winter camping in Ohio, and even been in some snow in Kentucky's Red River Gorge. Snow usually isn't a significant issue - if it's a foot or more, they'll close the access roads and you'll only be able to use the very civilized state park car campgrounds.
By the way, don't overlook state parks. Those campgrounds are pretty well deserted, and you can hike all the trails without meeting anybody. I once saw 8 deer before 9AM, and walked through a flock of geese sleeping on the public beach in our local park. Sure, you have to camp in the public campground, right by your car, but you'll be all alone. And, if this is your first foray into winter camping, having the car right there is a pretty good safety valve: stick that second sleeping pad, or warmer bag, or extra clothes - all the stuff you don't think you'll need, but aren't sure about yet - in the car, where you can get it if you need it.
I use a tarp and bivy, and haven't had any problems with snow or wind in Ohio or Kentucky. I've never had to use a double-thick pad to stay warm, though that might be something to consider. In fact, if it's not going to rain or snow, I usually don't bother with the tarp. (Camping behind some bushes or fir trees usually provides an adequate windbreak.)
I also use a down bag with no problems - of course, the bivy sack provides a lot of protection from moisture. I do take a great deal of care not to sleep in wet clothes or try to dry wet socks in that bag, though. Nor do I typically eat or drink while in the bag.
As far as the sitting around longer, I've never really had much of an issue there, either. I still hike about the same amount of time, and the only difference is that I end up setting up camp and cooking in the dark. I've always been one to turn in early, so it's never been much question of how to fill the idle time. Besides, with a bivy, it's awfully easy to stargaze till you fall asleep.
You'll definitely want a balaclava or ski mask; even in a mummy bag, my face got chilly enough to wear one.
Of course, pay attention to your water bottles - don't want them to freeze. I've found that it's usually enough to put them in the bivy with you; they don't always need to go inside the sleeping bag. (Sometimes I wrap it in my fleece top and use the whole thing as a pillow.)
Enjoy the trip. With the leaves off the trees, you get to see some views that you don't have during the summer.