You could see their breath in the remake of "The Thing" when they went outside.
For me it was very distracting - I kept wishing they would go in and get out of the cold. In that case I would have preferred them not to be realistic for once in a movie.
They didn't seem to care about the breath thing when they were on Sarpiedon.
Isn't dry-ice dangerous? If you put that on your skin (or touching your mouth) wouldn't it burn?