Do you have a fireplace? If not, it sounds like it's time for you to start researching wood heaters and/or wood stoves.
I've been told that if one loses power during extreme cold weather to immediately fill the tub with water, as well as any buckets, jars, etc., and then to make sure that all your indoor faucets are left open a tiny bit, and finally to turn off the main water valve into your home... let all the water in the pipes empty down the drains.
Water damage from broken pipes can be sever, absolutely horrendous.
From what little I remember, I believe that most people in the horrendous ICE STORM which hit Montreal in the 1990s survived via fireplaces -- anyone without a fireplace stayed for many weeks in community shelters. I think that it took them THREE MONTHS to finally recuperate in Montreal.
Staying warm in a winter emergency power outage, usually means keeping ONE small room of the house above freezing, and utilizing blankets, quilts, sleeping bags to cordon off & "insulate" that one room from the rest of the house... Short of burning wood, I've no idea what to advise you, as I sure wouldn't want to rely on deliveries of fuel...
Let me know if you find out anything more about advice from people who lived through the urban disaster in Montreal -- it's COLD up north!!
http://www.google.com/search?hl=en&num=50&ie=ISO-8859-1&sa=2&q=%22ice+storm%22+montreal
Never thought about frozen pipes/water damage. Thanks for the thoughts pennie.