GMC 2001 Denali Owner's Manual page 241

You can run the engine to keep warm, but be careful.
CAUTION:
Snow can trap exhaust gases under your vehicle.
This can cause deadly CO (carbon monoxide) gas
to get inside.
4-40
CAUTION: (Continued)
CAUTION: (Continued)
CO could overcome you and kill you. You can't see
it or smell it, so you might not know it is in your
vehicle. Clear away snow from around the base of
your vehicle, especially any that is blocking your
exhaust pipe. And check around again from time
to time to be sure snow doesn't collect there.
Open a window just a little on the side of the
vehicle that's away from the wind. This will help
keep CO out.
Run your engine only as long as you must. This saves
fuel. When you run the engine, make it go a little faster
than just idle. That is, push the accelerator slightly. This
uses less fuel for the heat that you get and it keeps the
battery charged. You will need a well
restart the vehicle, and possibly for signaling later on
with your headlamps. Let the heater run for a while.
Then, shut the engine off and close the window almost
all the way to preserve the heat. Start the engine again
and repeat this only when you feel really uncomfortable
from the cold. But do it as little as possible. Preserve the
fuel as long as you can. To help keep warm, you can get
out of the vehicle and do some fairly vigorous exercises
every half hour or so until help comes.
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charged battery to