>>632240There's some flaws with this response.
1. If you're from anywhere within reasonable driving distance of Big Bend, then the temperatures at night there in January will fall into the range you likely consider "damn cold". 30s to 40s is normal, with freezing temps up in the Chisos.
2. You do not need a water filter. For one, aside from the Rio Grande there is no damn natural water anywhere in the park. For two, there is freely available water at the spigots in all of the developed areas.
3. There are practically no bugs there in winter. See item #1 (Damn Cold).
Also, I'd really, really recommend taking more than one liter of water on the trails, especially in the Chisos. The trip up there from the Basin is a serious hike if it's your first time (Switchbacks on the Pinnacles! Woo!). As for the other trails, even though it won't be that hot, it's super-dry and you lose moisture faster than you think. And it's always good to be prepared.
Boquillas is the most laid back US/Mexico border crossing of them all, if you want to say you went to Mexico.
Santa Elena Canyon is beautiful.
The hot spring is plenty nice that time of year.
Drive the roads slowly at night and look for badgers and other wildlife.
The Window Trail at sunset (make sure to bring headlamp for walk back up).
Bring stuff to make warm drinks at night and in mornings--super nice with the chilly temperatures.
Take lots of pictures. It's very scenic.
Have fun, OP. I love that place.