bobka7914,
There is a lot to consider when setting a trailer up for winter camping. Most should be able to handle lows in the teens and 20's if it warms up above freezing during the day. But as you go colder, these factors come into play.
While light, insulation still has weight. So, all other factors being equal, a better insulated trailer will weigh more than a poorly insulated one. You will also have more clothes, boots, etc. that do add up in cargo capacity.
Compared to a wall tent, RV's have less usable space (bath, galley, Q bed, water heater, refrigerator, furnace, fancy cabinets, etc. all eat up a lot of space). And in the winter, we spend more time inside. So don't go too small.
Driving on packed snow is like driving on very bad washboard. It beats things up. So a well built, sturdy (which usually equals heavy), trailer is important to me. Not to offend the owners of the ultra-lite trailers, but you may want to take a look at the frame of whatever you are considering and compare it to the frame of something like the Artic Fox or Big Foot (neither of which I have). IMO, heavy frame = sturdy trailer.
Most tank heaters require either a shore power connection or a generator. I don't know if the places you like going offer this or not. Many manufactures (of "Four Season" rigs) will put the tanks inside an enclosed and heated space ("basement"), with a duct from the built in propane furnace into that space. This works well for all but the most cold conditions.
Keep in mind that when you get home, you have to drain and winterize the rig (I do this multiple times a winter). This can be difficult in freezing conditions (a real PITA), so you may have to heat the drain valves to be able to open them (I have built foam boxes with a heater that I place under the trailer for this purpose)
Power!!! If you have plug-ins, then no problem. But if you boondock, this is a problem. Not only do you use a lot more power in the winter (i.e.; heater fan and lights), but batteries have less available power when they are cold. So you may want to consider increasing battery capacity over what the rig comes with. More batteries = more weight. Without starting the 12 volt vs. 6 volt debate, I prefer two 6 volt batteries in series over two 12 volt batteries in parallel (I have two such pairs...or 4 batteries).
Of course, you will need some means of charging these batteries. Plug in, generator, and solar (I have 300 watts) are the most common methods.
If you do have plug-in's, then it is tempting to use a electric heater for your heat. But keep in mind that if your trailer has a heated basement, and you only use electric heaters in the cabin area, there may not be enough heat in the basement to keep the tanks and pipes warm. Fans can be used to circulate air where needed...but this also uses power...
Propane usage is higher in the winter. How much??? So many factors, but keep in mind that you may want more than just one bottle. (With lows in the single digits, I use about 5 pounds per day)
Big picture windows are nice, but are also a big hole in the trailer wall. And when it is really cold, you will wind up covering them anyway. Good quality double pane windows are a very nice option if you can get them (I had custom made ones built for my trailer). Warmer and reduced condensation.
Slide out's are very nice (I have one), but also are a source of cold air infiltration.
Absorption type refrigerators (of the type used in many RV's) don't work well when cold. There are solutions (that usually require power), but just something to keep in mind as you size the battery bank.
If I was to do it again, I would give strong consideration to the Artic Fox line. However, that said, I really don't believe that there is a perfect solution on the market and that all rigs are nothing more than compromises.
So I would choose a "Four Season" rated trailer that I liked the best and that I could tow ....and be prepared to make modifications.
Happy Shopping,
Steve