Just did it for the first time last weekend. Went smoothly! I had an 8x8ft insulated shack, a cot, and a 20 lb propane tank with a sunflower burner. Youll need a CO detector, recommend a small fan, and a good lighting system. I bought the Otter lights set. About had an aneurysm when I dropped $70 for two small lights but its a really, really nice set up and I would recommend it.
Tbro, just make sure you always have fresh air coming into your house. I ALWAYS had a window cracked on the windward side. It is those zero wind nights that a fan blowing air in will save your life. My first dead calm night ice camping nearly killed me, then the fan was always along.
Have fun!