What Piece of Extra Safety Gear?

While spending a mercifully dry night out, sitting on the snow/leaning against rock and the breeze were the biggest sources of heat loss. Sitting on my backpack offered remarkably little insulation and I could feel the heat draining out of me into the snow all night, so I've taken a small NeoAir XLite (big enough for 2 butts) on some trips since.

PLB and ultralight bivy sack are standard for all outings. Make sure the bivy sack is big enough for 2, provided you have a partner. They don't work so well when you try to fit 2 people into a 1-person and rip it in half.

Digging a snow cave in winter conditions is a thing, but in firm spring conditions could be arduous to impossible. I bring some kind of ultralight shelter more substantial than the bivy sack if I feel the exposure is serious and natural shelter might not be available.

Other things I would have killed for:

dry gloves
dry socks
puffy pants
chemical warmers (turns out these work pretty well)
more food (hard to generate heat when you're running on empty)
more fuel

Hard to prioritize them though. I don't think my summer sleeping bag makes the list, as I suspect it would have turned into a limp noodle pretty quick coming into inevitable contact with my damp clothing and the snow. Stove depends on the conditions (wind, cold) that will dictate how much usefulness you can get out of it. The size of my puffy increases with the risk.

I suspect many people would have a desperate time spending the night out with their standard day kit.

I have spent many nights out without shelter, most of them in the summer, but more than a few in late fall and early winter, and nothing saves the day like a fire and a space blanket. I come from a rural background and I have noticed that people who have been schooled on no trace camping seem so reluctant to build a fire, and more importantly, are not skilled in how to build one in difficult conditions. I always carry fire building material in my pack and I'm not the least bit hesitant to get a nice big hog roasting fire going. Of course there are plenty of places we go as skiers that may not present the possibility, and I really like the idea dave0597 suggested having a small stove, same thing, a hot drink changes everything. Great topic.

Great question and thoughtful replies. I frame this kind of question as what worries me the most the deeper I commit to the backcountry. Three things worry me: what if someone gets hurt, what if we have to spend the night out and what if equipment breaks? The night out scenario has been covered pretty well and the injury question is for a whole different thread. This leaves equipment failure. I carry a multi-tool, small roll of wire, some duct tape and Voile straps. Any other suggestions?

Thanks for the responses.  This is the exact discussion I was looking for and summed up nicely in this response from JakeDouglas, "I suspect many people would have a desperate time spending the night out with their standard day kit."  This is the crux of it for me.  What is that additional bit of weight that provides the best chance of success when things go wrong or making things a little less "desperate."  I also like PhilH's way of framing the question as "three worries."

On almost every mid winter tour I carry the following:

1) A fire making kit.  Vaseline soaked cotton balls are my go to. 
2) A small repair kit with the basics, but also a large hose clamp.
3) SOL Escape Bivy
4) Puffy
5) Spot Locator

Things I carry when wanting a little more insurance:

1) Stove Kit
2) Extra pair of gloves
3) Extra pair of socks

I'm adding hand warmers and possibly a pad, but Dave 095790's point is a good one.  At what point are you hauling everything you would bring on an overnighter.  Light and fast definitely has it's advantages and a case can be made the most important resource you have when things don't go as planned is energy and clear thinking.  Two things that may decrease with an increase in weight on your back.

I've had an emergency bivy in the summer while climbing, so not the same, but here is my backup plan for winter:

The avi shovel is always useful for making a shelter (and in the process staying warm shoveling snow around but don't get sweaty!). The colder the weather, the bigger the puffy (extra hat and gloves). Line the inside of your pack with a closed foam pad for sitting on, and for smaller people like myself, I can use my pack as a bivy. I always carry fire starter and am not afraid to start said fire. I also keep extra pharmaceuticals on hand in the event of any blinding pain injury. I stuff all of the small incidental items in an old tin can that I can use to melt snow. I also add ramen seasoning packets and a stashed candy bar to the can for salt and calories. Lastly, chemical handwarmers. They work especially well for me when placed on the back of the neck.

I believe this is the article by Andy Dappen that Lowell referenced. Lots to consider here:

www.justgetout.net/Wenatchee/post/To-Build-a-Fire