As others have suggested, it's not so much the stuff you carry that makes the difference, though a few essentials will help a lot.

Essentially, you want a bit of extra clothing and a few helpful items to make a bit of a hootch for shelter. Fire is helpful, especially to dry out or get warm, hydrating drinks inside you. But it takes a heckuva lot of wood to keep you warm all night.

The goal is to choose a place to hole up that's as dry as possible and out of the wind and precipitation. The base of a big old spruce is pretty well perfect. Build up as much insulation from local materials as you possibly can -- grass, evergreen boughs, cattail stalks, leaf litter -- to keep yourself well off the ground, and pack around yourself. A space blanket or heatsheet staked loosely over the debris pile will help a lot to break the wind, and it helps make you visible. Everybody should do this once or twice; once you realize it works, even in pretty nasty conditions, you never feel quite so helpless out in the bush.