campingyeay - have you read the Cold Night Tips thread already posted?
One "best" piece of advice is to setup at home - stay out one night in the expected nighttime temperatures - that way you can see how fit your gear is before you hike some far distance away from a bail-out option if you get it wrong.
One tool winter campers use is a cheap (around $10 USD) MinMax thermometer. I use mine to see what the coldest "cold" was at night and note if I was comfortable or not. I've found that I need a 10° cushion between my quilt ratings and the expected temperature. For example, if it's going to be in the low 20's, I'd use my 10° or 0° quilts. If I used a quilt rated at 20° and the temperatures were in the low 20's, I know I'd feel it. That's just me. YMMV.
In winter, I wear a beanie or balaclava (that can cover my nose) at night. My winter tarp has doors, or I use a full sock. I understand that if I eliminate too much airflow in the pursuit of warmth, I'll end up with too much condensation "frost".
If you are lucky enough to have snow, you can (a snow shovel is your friend) create a brim or cut snow blocks to make a wall around the perimeter of your setup, creating an additional wind block.
Though in the non-winter months the tarp is hung UNDER its ridgeline, in the winter I may set up with the ridgeline under the tarp. That's because I'm not expecting rain - which might run down the ridgeline under the tarp - but a clump of snow might fall from an upper tree branch, and the ridgeline under the tarp gives it more support.
Winter in Arizona is different from winter in Minnesota. It helps if you mention the temperatures you are expecting to endure and the temperature rating of your gear. But don't fall in love with the numbers. Use your gear in a situation where you can "go back inside" if you get it wrong - until you get it right.