Last year was my first year sitting in stands. Number one lesson was comfort, specifically warmth. I found that to sit still in my stand I needed clothes twice as warm as what is needed to get to my stand. The most important thing was warm feet. When walking, any comfortable boot with a decent sock was fine. As soon as I stopped moving/pumping blood through my system, the chills would come on unless I was prepared. Good insulation is a must and extra packets of those chemical sock warmers are a Godsend. Layered clothing, assuming that you have to walk a bit to your stand - otherwise I am sweating bullets by the time I get there and then I am cold and wet. Also, one of those thermal heat cushions for my butt made sitting much more bearable.

I know it lowers your chances, but I usually take something to read as well.