Maybe I'm a bit crazy, but meh.
I've spent many nights this winter here in Ohio in some forests by the local airport. Generally, I just wear a thick army surplus coat with its liner, some good waterproof boots and an extra long sleeve shirt on underneath for more warmth. Otherwise, I don't have any "gear."
I simply walk to the woods, find a spot that suits my desires for the night, then start digging. Dig a decent sized hole, maybe add some loose wood and other debris to one side if the wind is particularly strong that night. Cut off some pine branches to throw on top of myself, curl up and sleep under the stars.
It always made me wonder, seeing outdoors or survivalist types, who bring over a thousand dollars worth of gear with them when they go camping. That kind of defeats the purpose in my eyes. If I'm going to be a survivalist type, I'm going to learn to actually survive in any situation. Not just situations where I have a pre-planned bag of store-bought goodies to keep my modern ass saved.