Bobb - here are my thoughts:
1) You should not be cold like that. My feeling is that If am ever cold while I am out in the mountains, one of two things is going on: I've blown it; Or I'm in a transition between activity levels and amounts of clothing and haven't quite adjusted yet (like when you start out a little cold because you took off a layer knowing you're about to go up a big hill and you'll warm up soon). If you are hanging out in camp and you are cold, you're not wearing the right clothing for the conditions.

2) Bivy sacks add a little warmth, but not much, except for when you are actually sleeping outside a shelter and the bivy sack is cutting the wind - then it can be significant. If, instead of carrying a bivy sack,you carry a sleeping bag with added insulation, that will give you more added warmth than the bivy sack for the same added weight, assuming you ar in some sort of shelter (tent/cave/igloo, etc).

3) Gloves go in the sleeping bag with me at night. Shoelaces - well, this no longer applies for me since my skis boots have buckles and not laces, but when I did have boots with laces I used them as underlayment for my pillow or placed them between my tentmate and myself, and never had frozen laces.

4) This happens all the time, and it's pretty much habit for me to pick campsites that up of the valley bottom a ways to avoid it. It doesn't usually take much to make a difference.

5) It isn't fun anytime the conditions are beyond what you are equipped for and prepared for in terms of experience. So the real trick is to know what temperatures are too low for your gear.

Thanks for all the insight. Looks like my snowcamping experience was misleading. I think it might be worthwhile to peruse some of the gearlists to get a feel for what equipment is needed.

No chance to read the entire thread, maybe someone said this already:

In a winter camping course in 1973 I was told to try to be comfortably cool the entire time. Cool to avoid sweating, but never cold. Exceptions have been noted earlier, e.g. just after a big change in activity level and in the middle of adjusting clothing.

I've camped many times in the winter, -15F the coldest I recall (or was it -20F), but I was never cold for any length of time, neither during the day or in my sleeping bag. This is an easy goal to achieve. If you are cold for than a few moments then you are doing something wrong.

A study looking at climbers during a season on Denali/ Mt. Mc Kinley asked for a blood sample on the way up and on the way out. They asked one question, "Did you cook in your tent?". Everyone who cooked in the tent had elevated carbon monoxide levels as compared to those who didn't. Even in the windiest conditions, and I think Denali qualifies, it is risky to cook in your vestibule. Even if you don't die, you risk illness and decreased performance. I build a kitchen with a pit and snow blocks and wait for a relative lull to cook.