Like others, I'm loving our wool blankets. One for every bed (dh and I; dd; and baby). I participated in a co-op last year sometime because we were moving to our new house where we'd be paying for gas heat. We had radiator heat which was included in our assessment in our condo. Pricey, yes; worth it - absolutely.
I also knit and the baby wore his booties to bed last night! He also has a lambskin in his crib (first purchase with a baby shower gift card) and wool longies and a wool sleep sack as an alternative.
My 4 year old won't keep anything on her except her pj's, but manages to stay asleep through the chill of the night.
My long johns, fleece and fingerless mitts have been my friends, too!
Mama to a dd 10/05; ds 3/09, dd 2/15 and two angels. Expecting another miracle 7/16!