Assuming the exhaust pipe is clear isn't the best assumption when you're in a ditch in the middle of a blizzard. Even if the pipe is clear, rust from the all the salt on the road or damage from going into the ditch could easily put a hole in your exhaust.
Might not be that bad, there was a case here in Sweden last winter with a man that got trapped in his car for 60 days, with temperatures reaching -28 C.
He apparently survived by eating some snow (and drinking some soda?) but had nothing else to eat. He had a sleeping bag and I guess the snow makes quite good isolation. Not something I'd recommend though, he was lucky to survive and was in a really bad shape when he was found.
I've slept in a car (a VW bus with the seats down to make a flat space) without the heater running, in below-freezing conditions (maybe 10-15 degF) with another person.
It was actually pretty amazing how well it worked. We had sleeping bags, but woke up to find the interior of the car quite warm. It actually seemed downright cozy and luxurious compared to sleeping in mountain lodges where it's typically miserably cold in the sleeping areas outside your sleeping bag.
My takeaway: this experience seems to suggest that a few people in a small space that's wind-tight and maybe has a bit of insulation (clearly not great in a car with all that glass) can keep things reasonably warm with only body heat...
About.com (not the best resource, but I googled the answer since I don't know it) recommends running your engine for short periods and cracking the window open.
I'm hesitant to actually agree, since cracking the window open doesn't seem like an awesome idea in the middle of a blizzard but... eh.
Cracking your window open during a blizzard wouldn't be too bad. Blizzards mean snow and it typically stops snowing when it gets substantially cold, so it is very likely that the heat from your engine would over power the slight cool air coming in from the window.
They do. I've personally never had a problem starting my engine, even in -40 (Celcius) nights in Canada. It sure takes a couple of seconds, but recent cars (>1990) all start just fine in extreme cold. Given your battery is charged, and your engine is in normal conditions.
Interesting tidbit: -40 Celsius is the exact same temperature as -40 Fahrenheit.
Nitpick: If you have a diesel, your car will not start at all if the engine is cold, but if you have a diesel and live anywhere where there's a risk of it being cold enough for hypothermia, you already know this. Also if you have a crappy battery, in cold enough weather it won't put out enough juice to turn over the starting motor (that's why there is a difference between cranking amps and cold cranking amps). But again, if you live in an area where this is an issue you should already know this, and your battery is probably rated to like -40.
I discovered this last winter when it got to -15 here in the UK - I was waiting for a diesel train from our local station that was 20 minutes late as they couldn't get it started.
It was interesting seeing electric trains too - the pantographs gave off amazing blue sparks that you normally don't get when the weather is warmer.
Keeping the exhaust clear would be worthwhile even if it means going out in the snow and doing some work. You should be doing that anyway: your best chance of being found is brushing most of the snow off the top of the vehicle so someone passing by or overhead is sure to see it.
I tend to agree that the person I was responding to was probably exaggerating the risk, although if you've just spun the car into a field, it's buried in deep snow, and you've got a known leaky exhaust, it couldn't hurt. The "leaky exhaust" part is tricky: I had a friend once whose car's exhaust (and everything else) was so rusty you wouldn't want to sit in it when it was stationary. It was almost comically dangerous the way the car would fill with exhaust smoke.
The value of getting out and clearing the top of the car is very great regardless. A vehicle is much more recognizable as a vehicle when it's not covered with snow.
