We love to sleep cool and use high thread count cotton sheets most of the year. When things get cooler we switch to micro-fiber fleece sheets which make a huge difference. We then also use a fleece blanket, and a thick micro-fiber filled comforter. My wife will sometimes use an additional very thick micro-fiber "throw" over the top. . . she has less insulation than I do. We also have a 2" thick memory foam topper on the mattress which seems to hold body heat better.
I mostly sleep without clothing, but add more, top and bottom, as it gets colder.
If it gets really cold and we have 120v AC we use a heated mattress pad, and an oil-filled radiator in the bedroom.
We had a very special night in Essex, MT south of Glacier NP in October a few years ago. It was starting to get dark and beginning to snow. We stopped at a road-house (Snow Slip Inn) where I saw hunter's trailers parked behind. I asked if we could also park behind the inn and hook-up and they said yes, but it would cost $5. Well. . . OK. We went in for dinner, which was $6.75 for the best chicken fried steak, gravy and hand cut fries that I have ever had. Cocktails were $2 each ($2.50 with mixer). It was a great gathering of local families who we enjoyed the evening with. The best part was going out the back door to the MH, with the heater and the mattress pad on. It got down to 12F that night, a blizzard had closed the pass East of there, and we followed snow plows over the next morning. It was nice to be warm (and safe).