Yes, high quality bags will do better at 0-10F than lower quality fills. 800-900 FP down will save a bit of weight over 500-600 FP down, but in winter conditions, weight is not real important. Typical weights are 4 pounds for winter boots that stay good and dry. Larger pots that are suitable to melting snow or ice. High output stoves. Fully enclosed 2 skin tents that trap what heat you can generate at about 4-5 pounds. A couple foam pads or insulated inflatable. Larger and heavier packs. And so on. The same techniques apply to colder temps, too...say down to -30 or so. You look for durable, abrasion resistant gear that can take a bit of ice/snow, keep you warm and let you be comfortable. Look at the MontBell "Hugger" series. They do a fair job and are fairly durable, too.
Typically, the more fill of equal fill power, the warmer the bag. Loft usually says this. Generally you will need about 7"-7.5" loft to give you a comfortable nights sleep at 0-10F, or "single digits". Generally, I would want about 8", but I have diabetes and sleep a bit cold. Or, some overfil in a 0F bag. WM, FF, are good. But probably more than you want to spend. The Montbell bags at 800FP fit the bill pretty well. Mine is old, and well used. It is still going strong after ten years...