yeah, babylegs could work- we used the smallest size of kneesocks from the kids dept. Though these might not work as well if baby has super chunky legs. The elastic always seemed to cut into DD when she was really plump.
we also had a friend who used an old-fashioned light bulb in one of those desk lamps with the bendable arm. worked great for them - it gave heat and light. I've often wished for a similar set-up just to have more light to change DD by. You'd need a fairly high wattage to work, but, it wouldn't be on for very long, so I think the energy usage is a good compromise when compared to a room heater. And I would think that any form of heat that
blows air is going to feel really cold for a damp baby.

: I bet you could find one of these lamps at a thrift store.