Mike,
I don't have any problems staying warm without spending a fortune on Goretex down insulated suits. I can go 4hours easy without a warmup break or warm drink. Layering is key. Each layer adds another dead air space. This is what keeps you warm.
For unreasonably cold nights-
First layer-polyester mesh t-shirt, light stretch polyester long johns, thick synthetic thermal socks, or smart wool. Tuck everything in to seal out drafts.
Second layer, sized slightly larger than the first, stretch polyester thermals, mid weight, or expedition weight to pull an all nighter. The thermal tops sometimes will have a zip turtle neck. These are the best to get. I prefer polyester to most others as they resist damage in the dryer.
Then, chamios shirt or sweater, no cotton. Cotton absorbs moisture, and moisture conducts heat. Then, head band, synthetic stretch cap. If need be, all that will go under the final layer's hood.
Final layer-$100 Down Parka, $40snowmobile bib leggings. Or $149snowmobile suit. Snowmobile gear is designed for folks with windchill up the ying yang, and plenty of inactivity (sitting on a snowmobile)
Insulated boots. I've got an old pair with wool felt liners. There are better ones out there. But mine do fine. Oh yeah, I have a stretch Goretex sock over my thick thermal socks. Also avoid standing on bare ground, use a carpet, or plastic welcome mat or similar.
Gloves, fleece mittens with removable thumb and fingers. Got it mail order from Bikenashbar or Performance bicycle. Some models have windblock fabric sewn in. Light and flexible.
I set up in front of evergreen trees in the north, which block the wind. Perfect. You may need a windscreen of some kind.
If I want to sit down, I followed Floyd's lead on a cover for my Stardust chair. Thanks Floyd!
Jerry Kuchera