everything except the sleeping bag you can do pretty light for winter.
the smallest (emergency, but quite nice spacious and solid) winter shelter i've got packs to about the size of a 24 ounce water bottle. it needs to be suspended as it is meant to be used big-wall and alpine climbing, or slept in like a bivy sack if you can't hang it.
A BD betamid light is one of the better winter shelters out there that packs super small, but it needs poles. bivys are just fine, but like sleeping in a cocoon in winter.
i may try to pull off a combination bike/ski overnighter, if the weather & road conditions look to cooperate.
I've already got the ski carry system figured out, but it's not quite ultralite.
UL would simply be strapping them to the top tube and riding with them.
Here's a little bike/ski video I made this week, to give some inspiration.
http://www.youtube.com/watch?v=hz01_...618yig&index=1