I think a good supply of candles is essential. It helps break the chill a surprising amount. There's also the psychological 'glow' that encourages people to stay put when stranded (when the unprepared try to walk out, tragedy often strikes).

I don't think cars are sealed tightly enough for one or two candles to cause a carbon monoxide problem. At least not the ones I drive :-). However, I would crack one window open just a little to ensure fresh air, and simultaneously to vent a little moisture so it doesn't kill my insulation.