A lot of good advice here already, especially about the caravan. What with building houses and similar odd ball schemes, I've lived in caravans for a total of something like a couple of decades and I promise you that a caravan will be much more comfortable than a tent. If you can get electricity to it for heating, lighting and cooking it will be a real home from home and if you're like me you'll love it! An awning (especially a closed-in one) or tarp is a very worth-while addition.
If you do use a tent, one thing I would recommend that I haven't seen in this thread is to use a bivi bag as well as a sleeping bag. Although it does give extra warmth, that's not the main reason I use one. The main reason is that I find it almost completely eliminates condensation from the outside of the sleeping bag.
Again if you're using a tent, it should be double skinned so that the bulk of the condensation forms on the fly. For long term use with a vehicle to carry it I'd choose natural fibre over man-made fibre but I'll admit there are swings and roundabouts in the choice of fabric.
Butane isn't much use in freezing weather, a multi-fuel stove is definitely the way to go if you can't get electricity to your pitch.
If you can get electricity, I reckon an electric blanket (one you can leave on all night) is going to be pretty high on your shopping list. I always use a timer to switch mine on just before bed, and I have the timer switch on now and again if I'm away for any length of time to keep the bed aired. If no electricity, then get about half a dozen hot water bottles. The ones with a fleece cover are best as they aren't too hot to begin with and stay warm all night. If you use them a lot they don't last very long, ditch them after a year as from experience I can tell you that waking up at 3am in a pool of tepid water is no fun at all. With the obvious cautions you can use either an electric blanket or hot water bottles to air things out during the day.
