I do several things mentioned above.
In addition:
If you like them, foam mattresses tend to be warmer than regular mattresses. I've been able to turn the heat down since I got a foam mattress years ago (one downside is that it's warmer in summer though too).
Before I had that, I had an electric bed liner/sheet. It went under the sheets, and if I turned it on for 10 minutes before going to bed, it was nice and warm when I climbed in. I don't know how much it cost since it was a gift.
We have a thin, but heavy, quilt. The outsides are cotton, and I think the batting is flannel. It's warm, but cold to the touch. When I'd get really cold, I'd use a granny square afghan (lots of holes) and then put the other quilt on top. The afghan made all these little insulating pockets and the end result was about 4x warmer than either on its own.
I also sew my own flannel or fleece pajama pants. Pair them with hand knit socks and I'm nice and cozy.
At work, where blankets are frowned upon and I have to wear regular clothes, I'm usually in a hoodie and try to hang out in a room where I can crank up the heat (I don't have a desk job and can spend 75%+ of the time in a room by myself).