I am a big proponent of snow caves---the most comfortable Winter shelter available---great for base camps. You do need a good metal bladed shovel---the lightest, strongest, most convenient shovel of choice being the BD Deploy 3. For Winter travel, one should bring along a shovel, anyway.
My second choice of shelter for snow camping (used a lot on backcountry ski trips is a pyramid style tent, such as the BD Mega-lite---a very convivial social shelter with ample headroom for several people---and dug in like Doug suggests, really, really strong. Don't forget the bivy. I would love to see a commercially available Cuben fabric 'Mid produced such as was used on the Arctic 1000, last year. A real 2 person shelter for under a pound rocks!.
If you are high enough in Doug's turf---like on the strato volcanoes---snow is not so wet, heavy, ugghy and I've used the BD Firstlight to lovely, comfortable effect. Not for the Olympics, though. East side of Cascades, like the Paseyten, works very well.
Although I really prefer a dome, "freestanding" style tent to the tunnel style tent for uber-Winter conditions, due to snow load strength and omni-directional wind stability, the Hilleberg and Stephenson tents stand out for their strength and features. I've used the dome style Bibler tent and the tunnel Stephenson 2R in Patagonia successfully and there is no greater test of a tent in sustained winds than that ( well, less exotically, the summit of Mt. Washington, perhaps).
I also prefer using Down bags in the Winter. To supplement, I use a synthetic insulated jacket ( Cocoon Pullover, for example) and when cold enough ( 20'sF), a VBL which not only adds warmth but protects the down from moisture build up from one's body. Don't breathe into the bag! That will help saturate the down after a few nights. All this being said, the new BMW synthetic quilt system looks very good for Winter or prolonged wet weather use.