I'm amazed at these suggestions of using external heating sources to keep warm, like candles, propane heaters and bottles of boiling water in sleeping bags, they seem dangerous to me
The technology of outdoor fabrics and materials has made surviving in cold conditions so much easier now. If your going to be sleeping in sub-zero temps, I suggest that you purchase a good down mummy bag that is regulated to be atleast 10 degrees lower than the temperatures that you will be encountering. Hiker is right about a Therma-rest, or other sleeping pad, which will protect you from losing heat from where the sleeping bag is in contact with the ground. The clothing you shoose to wear in your sleeping bag is very important in cold weather. You should wear moisture wicking clothing, such as Polartec Powder Dry type long johns and polartec fleece pants and tops. Another over looked item are socks, a good pair of merino wool blended socks can prevent that annoying cold feet feeling. Your head is also important, you should wear a toque and cinch up the mummy hood in very cold conditions
Yes, this stuff is not cheap, but well worth the investment.