During the winter if you have warm water before going to sleep fill your nalgene and put it in your sleeping bag at your feet, it'll keep you warm as you fall asleep and when you wake up your body heat/sleeping bag will keep it from freezing.
If you don't have a fridge/cooler you can still have cool drinks if you have a sock, a breeze, water, and time. I use a boot sock so you can fold it so there is two or three layers, pour some water on it and hang/set it in a spot where there's a breeze. Just keep it damp for an hour or two and you'll have a relatively cold drink. Cans work the best, but it'll cool 12oz water bottles and nalgenes.
If you're going to be in the same spot for a couple days, use reflective tape, chem lights or something similar to mark hazards in case you get up for a midnight bathroom run and don't grab a light.