My first cold weather camping was at Rausch Creek PA in November. The camping area is on the top of a ridge, and it hit single digits overnight. Being new to camping at the time, I had a large tent as my son was joining me. This was a rookie mistake as there was too much air to heat up inside the tent. Luckily we were using all the layers of the military surplus bags I had recently purchased. I added a balaclava when I woke up around 2 AM to frozen snot on my nose. I remember standing in the sunlight at 7 AM and declaring it must be 50 degrees warmer than overnight. Someone told me it was currently 17 degrees.
Since then I use a RTT and button down the windows, the same bags, and a wool or fleece cap. A shmaug has been used a time or two as well. Considerably more comfortable. Although I haven't experienced single digits with this tent, only mid teens.
All that being said, I agree with others, winter camping is awesome. I would rather shiver for a bit till some hot coffee is made or a fire is started, then try to cool down while being attacked by insects. Fewer people also increases my enjoyment.