Good reading this thread. Who'd think there was so much to say!
In winter I carry two one liter Nalagene bottles and one or two insulated cozies. I usually have a fire and boil water for purification anyhow as water filters tend to freeze in winter. The wide mouth of the Nalagenes make it easier to pour in the nearly boiling water. Set the bottle on a solid surface. Be careful about holding it by the cap as the keeper ring will easily slip off the bottle if you spill hot water on it. Screw on the cap carefully and firmly but not too tight or it will be really hard to get off in the morning. Bottle goes in the cozy or extra socks, then in sleeping bag to prewarm before bed. One goes by the feet the other between legs. Keeps your water form freezing overnight and keeps you toasty.
Another use: place hot bottles in your boots to keep them from freezing, tuck in the laces. Sure is nicer than putting on frozen boots in the morning and helps drive out moisture too.
Pee Bottle: I use an old "ultimate sport flask" it looks sort of like a regular bike bottle but doesn't look or feel like anything I drink out of. It has a really great lid that has never leaked on me (after I've leaked in it). The tapered neck reduces the chance of spills during operation. I've found I can use it right in my bag by laying on my side and making sure the bottle is tipped at a downward angle. I don't get quite as much pressure as when standing so the process may take a little longer. A bit of TP handy in case of any drips is not a bad idea. I then place the bottle outside unless I'm worried about it freezing in which case it stays in the bag with me.