Well, there was a post recently by a member of these forums about himself and his daughter going into their backyard and trying to get a fire going. To make a long story short, I decided I was going to try something similar. I live in the Northeast, and we just had a big snow storm. Everything is wet outside. I decided it would be an ideal time to go out and try to get a fire going to see if I actually could get one going in a cold, snowy climate if I needed to. I was only going to be taking what I normally carry with myself on a daily basis - in this case I would be using my PSK and Leatherman Charge.
So, I set off into the woods a couple miles from my house, and hiked in for about 30 minutes, and picked a random spot. The ground was covered in snow, as were many of the nearby trees. I started out by making a small fire stand out of some wet, living wood. I cut off some small branches from a nearby tree, and began placed them side-by-side on the ground. I then cut some more small sticks and placed them parallel to the origional two, creating a small platform.

Next, I took a plain cotton ball, ripped it apart, and placed it on the platform. I then took several small dry twigs and placed then all around the cotton ball, sort of like I was building a teepee around the cotton ball.

Next, I took my Sparklite, and lit the cotton ball. It took a couple of cotton balls (they were plain, not soaked in anything), but sure enough I got a small fire going.

I kept adding some small dry pieces of tinder that I was able to find on the lower branches of a dead tree, and slowly worked my way up to larger and larger pieces of fuel. Eventually, somewhat to my surprise, I had a pretty decent fire going.

Even though I got this one going fairly easily, I still have a lot to learn. I'm not really sure if my technique is a good one, but it seemed to work fine for me, at least this time. I highly recommend trying things like this periodically, just to get in some practice before your life depends on your ability to get a fire going.