1 thing with me - Ziplock bag

I've never experienced a blizzard but if I were to imagine I would....
I would try to increase the surface are of my shoes(tennis rackets on the bottom) so I have greater traction and grip to conserve energy and keep moving forward.

My first thought would be to find shelter. If we are set in a scenario where there is no villages or towns to seek refuge, I'd search for any caves. 

My main priority would be to find shelter and construct a base camp but I'd still be vigilant to check if there area any berries or potential food as well as any wood and tinder I can use to create a fire at the cave. 

While I'm trying to find shelter I may become thirsty, but luckily for me, I filled the ziplock bag with snow previously so it should melt by now and be drinkable, quenching my thirst.

 When I arrive at the cave, I'll place a bed of wood and as a fire starter I'll use the water and create a spherical shape. If there is any sun, I'll concentrate the light on my tinder so it can be set alight and I can start a fire.

After that my only problem is food.
If I did not find any berries on the way, I'd have to go out hunting. As a weapon, I'd use a sharpened wooden stick as stone wouldn't be viable as I wouldn't have anything to grind it to make it sharp.

I'd have to leave some sort of trail to lead back to my camp site as footsteps can be easily covered in a blizzard. My trail would have to be of wooden sticks or look at any prominent landmarks near the area which I can use to trace back to my cave. 

I'll begin to slay multiple wildebeests and other animals then I should be set for a couple of days.

A thermos full of Earl Grey. Because dying thirsty would be the worst.

Ten gallons of cherry snow cone syrup!  Snow cones for everyone!

That all depends. On what?  For example, let's say I'm stuck in a car with a full tank of gas, then the only thing I really need is enough spare gas to keep from freezing to death until rescue in a few days ... So in this case, the item I'd want is called an auxiliary fuel tank.... but I already have one in my 4x4 and an extra 5gal Jerry can.  Alright, so now what would I want?? I think I'd want a PLB with a satellite phone uplink. The problem is I already carry one of those, too. How about a go-bag? No, got one of those. 

Well, I'll tell ya, pard, what I want is a good book to read ( I'm not one for portable 4k flatscreens) so I can pass the time until search and rescue arrive.... or maybe, if he's not already with me,  my American Akita ... Because a dog is a man's best friend....

My item is a ton ton it's both food and shelter, hey if it's good enough for Hoth it's good enough for me! 
https://i.kinja-img.com/gawker-media/image/upload/s--jMANQbbZ--/c_fit,fl_progressive,q_80,w_636/17uq6ix3qtrh8jpg.jpg

https://i.kinja-img.com/gawker-media/image/upload/s--Z1JdN9BI--/17uq697v9sle2jpg.jpg

@guide.prepper wins it. The rest are funny or comfort so you all tie for second. check your wallets in a bit

I'd just want a bottle of whisky.  A really big one.