Well, we have an old drafty farm house, with many single-paned windows (covered in plastic right now), and there is no insulation under part of our kitchen and bathroom (our pipes freeze if we don't position the space heater just right under the kitchen sink).
Whatever temp we set the thermostat to, it's usually several degrees colder in the house. Since we've have a pretty warm fall, we've left it at 64 all the time, but it's getting colder now - I "cranked it up" to 66 today, but by winter, we'll be up to 68 during the day, and 64 at night.
That being said, my children wear long johns from September through April. My four-year-old tells my he's warm one minute (because he wants to take his slippers off to slide on the hardwood floor in his socks), and then tells me he's cold the next (so he can wear his new striped hat and mittens inside). I generally go by their hands and feet - if they're not cold to the touch, they're okay. I'm not sure what to do with the one-year-old though. It's her first winter being on the move, and she really likes her "nakey time" at diaper changes.
For sleeping, since we're all in one room anyways, it stays warm enough for our "covers-kickers" to be fine in just their long johns and footie pajamas. Our first winter in this house though we didn't know our furnace wasn't working properly (the last people ran it for a year without a furnace filter.) We were so cold that my son wore two pairs of long johns and two pairs of footie pajamas to sleep each night - with a cloth night diaper on too, we practically rolled him to bed!