Just to point out, wrapping it in blankets probably wont help since it doesn't produce any heat, blankets retain heat. For example when you have a ton of blankets on your bed but you get in and it is still "freezing" cold while your furnace is on...then you are in the blankets a while and you need to kick them off because you are too hot.

I like the stove idea. I also like wide mouth nalgene bottles-not filled up completely...they will rarely freeze solid (depending on where you are).