Lots of good advice here, and you've already taken the first step towards a successful trip by asking for advice. Well done. Don't let your macho mate do anything stupid - mountains in winter are not for messing with. Treat them with respect, and you'll have a great time.
Where in the Black Mountains are you going, exactly? Grwyne Fawr is a good place to start, as it has parking, good access up onto the tops without being too steep, and best of all, just past the head of the reservoir there is a bothy if you really have trouble and need to take shelter. My recommendation would be to walk up past the reservoir, which is a significant walk in winter with snow (but easy enough in summer), cross the river, and camp at the head of the reservoir where there is a quarry, as you get some shelter from the trees. If you feel adventurous you can walk further than this, but come back for the campsite. There's a path all the way to the Hay Bluff if you follow this route, so it is harder to get lost (the path follows the river almost all the way to source).
I did this last year and the difference winter to summer is enormous. The snow will be deep-ish, which is very tiring, and because the Black Mountains are largely flat topped the wind is a major factor. Dress for wind as well as for cold, and make sure you have enough fuel for whatever stove you take - you'll need it.
The big advantage of this route is the easy bail-out. Simply turn round and walk back to the car any time you need to, and there are usually other walkers on the path even in winter, so you can get help if you need it. If you bail out early enough there is a camp site next to the car park, and lots of forestry for shelter, so it needn't be a total write-off.
I've winter camped in this area quite a bit. PM me if you have extra questions if you like.
