Keep the thermostat set around 68, and only put her in one layer more than what you're wearing if need be. Don't pull the covers up around her, just dress her so she'll stay warm enough -- and remember that being next to you adds to her body heat. Are you swaddling? This adds heat as well, so if you are swaddling, that counts as the extra layer of clothing.
When Guinevere was itty, I had a body pillow (not right next to her as that's a hazard even before they can roll over) on the side of the bed -- it was more for my reassurance than for her benefit though. As she got older, I bought a SnugTuck bolster and put it *under* the fitted sheet (so her feet wouldn't get stuck under it). We still use it today.
I used one of her baby blankets to cover her legs, then I dressed warmly myself up top and pulled the covers over me.
I got rid of all extra pillows and the down comforter, and cut an old wool blanket and put it under the fitted sheet in case of nighttime leakage.
There are some great tips in Dr Sears' The Baby Book, and on his site, for cosleeping safety. http://www.askdrsears.com/
Try not to worry if you can. Just don't take any sleeping pills or drink, and keep the room nice and cool. You should be fine.
We did put a small travel pillow in the middle of the bed for my husband's benefit. He was afraid he'd whack the baby with his arm in his sleep. That pillow worked as a great little preventative.