I don't see a problem with heating the bed up before slipping in -- I've wanted to do this since we graduated out of our waterbed during my 2nd pregnancy.
Dry warm clothes, cotton socks hold moisture and make your feet colder -- wool absorbs the moisture away from your skin. I wish I could find wool underwear, I sweat there and pulling on cooled off damp panties is oh so gross, I just carry extra underwear with me to change.
Too tight shoes can cause your feet to have decreased blood flow and be cold. Be sure your shoes are wide enough for your feet. I have leather closed toed birks I wear in the winter, I reserve my snow boots for snow -- they really aren't that warm. My leather sneakers are pretty good too -- wool sox are the key though for sweaty feet.
Leather gloves lined with a thermal fabric are the warmest I've had. The wind just can't penitrate through leather. A good hat and scarf are a must, the more areas of your body that are covered well, the less cold you will be. If wind can go through your coat and give you a chill, it's not a good coat IMO
You can reduce your energy cost as well, by being sure your windows and doors close and seal well. If they are super drafty, they make plastic sheething to put on them, it seals on somehow -- we did it long ago before new windows. I wouldn't suggest doing this if you have new furniture or carpets (they give off toxic gases for a time and closing up tight would not be a good idea).