Having your power out for an extended period of time is always a headache. This is especially true if you have kids. However, if your power goes out during the winter and you don't have a fireplace things can get dangerous. This is why it's important to make sure that you have a lot of layers that you can put on and extra blankets that you can bundle up under. Never try to go out to your car for long periods of time to warm up and certainly never run your oven for heat, especially if it runs off of gas.
If you know that you have a high likelihood of losing power, see about investing in a generator. Although they may be expensive, the peace of mind is more than worth it. This is especially true if you have someone vulnerable in your house with you, such as an elderly person or a newborn. Even if you can handle the cold, someone else living with you may not be able to. Be sure that everyone's needs are attended to in this type of situation.
It is also a good idea to keep a few portable chargers available for your cell phones so that you can report the outage and call for help if you need it. Obviously only use your phone if you need to in order to conserve battery and make sure that someone can get to you if needed. Check in on family that may be vulnerable if possible and hopefully the lights (and heat) will come back on quickly.