LoJack (or personal locator beacon). A ham radio (or CB radio) might also help.
The goal is to get back to society, not to be able to spend three weeks in a snow drift. To that end having someone out there who knows which route you took and who will miss you is a great help. Don't take short cuts. Take the predictable, well trodden path. Having the tools and materials to make basic repairs and to facilitate self recovery of your vehicle is also very important.
You will want to prime your car for winter driving. That means a FULL tank of winter grade fuel, install winter grade batteries (ask my how I know), top up engine antifreeze and window washer fluid, squirt some of that lock defrosting liquid into your car locks (ask my how I know), swap to studded winter tires or bring some chains.
- Detailed road maps, compass, gps.
- Food and water that wont freeze or spoil. A way of purifying water and melting ice/snow. In extreme cold the body needs a LOT of water. A stove for preparing hot meals and stove fuel. One of those freezer chests would do the trick since they work both ways.
- Signaling devices. Cellphones, cellphone chargers, road flares, LoJack & roadside assistance, ham radio, warning triagle, hi-visibility vests etc. Depending on how much risk you are willing to take you can really go overboard with this category.
- Every person who might ride in your car needs to have a full set of deep winter clothing in the car. This is the one form of shelter I would never skimp on. Insulated boots, parkas, bibs, gloves, hats, wool thermals, socks, underpants.
- Some sort of sleeping system that sleeps everyone. Sleeping bags, pads, tents, stoves? etc. One sleeping bag for 4 people won't do it.
- Self recover and repairs. Spare tire and patching kit. Jack and tire iron, compressor, booster cables, snow shovel, tow ropes, traction mats and or sand. Ice scrapers, brushes. Antifreeze, engine oil. Bungee cord, duct tape, tire chains. etc.
- First aid kit. Flash light. Toiler paper.