Avebury at the Winter Solstice in 2002 was the last time I stayed out all night for one (http://www.themodernantiquarian.com/post/9934/images/silbury_hill.html). I spent all night in the car but it was absolutely perishing. Not as cold as the year bnefore though when a couple of mates of mine had to go home when the temperatures hit -4...
Nowadays I'm a johnny come lately and just try and get to a site about an hour before sunup.