I don't know what it's like in your neighborhood, but in snow like we had recently (but which has mostly since disappeared from the streets) we can easily get stuck in our car in the snow in our own neighborhood, even on our own street. My husband said on one of those days that he couldn't go very far without having to get out and help push someone out so that they could get going again. Yeah, neighbors are good like that--but what if you get stuck in your car in the cold with no neighbors around, and no immediate chance of rescue?
It's not a good scenario to find yourself in, especially if you are not prepared. Should you wait it out until someone comes? What if the weather is so bad that it's really hard to even pinpoint where you are? Should you get out and try to find help? Should you try to make it to your destination on foot? There is always going to be a judgment call involved by the people who are actually in the situation--but if you decide to stay with your vehicle, if only initially, there is a way to make that stay more comfortable.
I found the directions for an "Emergency Heater in a Can" over at Emergency Preparedness. The supplies needed are minimal, and a lot of heat can be provided for a lengthy period of time if directions are followed properly--I am amazed, and plan to put one together soon--- hoping, of course, that I never actually have to use it. Of course, I will include the set of instructions with it, which need to be followed carefully, so that it won't end up causing an emergency in and of itself.
You have perhaps heard stories of people who have suffered unfortunate consequences when a car became stranded in the snow in the cold, or even in the cold when there was no snow. You may want to consider putting together your own heater in a can for just such an emergency. In any case, please be sure to have a plan in mind for keeping warm if your vehicle becomes stranded--extra clothing, blankets--whatever it takes so that you can survive the experience.