My favorites

Shovel (materials transfer shovel in aluminum, ie corn shovel)
(make it collapsible http://blog.owareusa.com/2012/12/30/make-a-tough-avalanche-shovel-from-a-hardware-store-version/)

Tire Chains (better than 4 wheel drive)
Complete set of waterproof and insulated clothes, shoes, mitts
Spare windshield squirt
Nylon jerk strap WITHOUT metal hooks for pulling car out of ditch
Jumper cables
Headlamps
Wool blanket(s)

If possible, I prefer to get back on the road and to a safe warm place rather than have to shelter in a spot exposed to traffic and cold. If one car goes off the road at a spot, more will likely follow.