As for suggestions, I too carry a bivvy in my winter survival kit. You are going to want that if you get caught out there over night. Also a dry set of base layer clothes (mine is REI brand and it works well and is fast drying) would be great to have, although when I was hunting in sub 5-degree temps this december, I just took some dry socks and a facemask.
I also found that a scarf is one of the best heat-conserving devices.
One thing not in your kit that I like to have is one of the small tins of the thermo ointment that you can put on your nose or what not to guard against the frigid wind and air. Very light and compact. It isn't going to save your life, but saving the tip of my nose and ears from frostbite is good enough for me.
Also, I am big on detection and signaling in any survival kit. That, along with first aid, is probably the area where I find myself placing more emphasis than most people. An orange smoke flare (day) and emergency strobe (night) are important parts of my kit.
Another thing hit me on my first day out in the snow when the sun was going down quick and I was somewhat lost and was contemplating the possibility of having to spend the night in probably -10 or -20 degrees ... I had seen there was some sort of rickety shelter where I would have probably gone if I had to spend the night. It was tucked away deep in the woods, as most places are going to be if you are looking for cover from the wind. That means you are going to be pretty hidden away.
Anyway, always good to have some bright orange construction type ribbons to tie to branches or what not for the people who are looking for you. With a marker, you can write a message about where you went on each one. I think Cody Lundin recommends this supply as well. An idea hit me today though--I am going to try to find some reflective ribbons that will show up in a search party's flashlights if it is at night.