I have a wool snugfleece - and I love it all year round. Get the best one you can afford - I've had mine for years now. I vacuum it 2x year and leave it out in the sun 2x year (if I'm good).

I have a queen size, quilted/heated mattress pad. It's fantastic, but it won't fit in my washer. Gah. :(

I also have a SnugFleece brand wool mattress topper over my fairly firm natural latex mattress. I love it! It is very cozy all year round and wool isn't susceptible to dust mites like down feathers are. Also try The Company Store for good quality bedding.

After trying memory foam (too hot) and a feather bed (prone to lumpiness and lots of escaped feathers), I invested in a wool fleece topper from Overstock six months ago for our memory foam mattress.

I LOVE it and so does my husband. I originally bought it for its heat-regulating properties -- I'd heard that wool could keep warm people cool and cool people warm -- and it's performed well on that front. But it's also wonderfully cozy. I can't say if it offers a lot of cushion -- I like a firm bed, so that "sleeping on a cloud" feeling has never been appealing -- but it definitely adds another dimension of comfiness. It's like snuggling up with a fuzzy little friend.

i third wool. warm in winter and surprisingly cool in summer

I have this Pinzon mattress pad from Amazon and LOVE it. It's so cozy and soft and stays snug against the mattress.

http://www.amazon.com/Pinzon-Basics-Overfilled-Microplush-Mattress/dp/B000VESM46

Consider a down or polyfill mattress pad. They make your bed nice and soft and warm too.

If you want a down filled mattress pad, down pads are rated by "fillpower". The warmer you want your bed, the higher fillpower you need. Also, pay attention to the percentage of down vs feathers (down high, feathers low) and whether the pad has down proof ticking, which will prevent feathers from working their way out of your pad. If you need even more warmth, install an electric mattress pad beneath the down or fiberfill pad which will warm up the whole bed. Good electric mattress pads have dual controls and can be set to preheat the bed before bedtime.

Considering layering your pads: Place the electric pad on the bottom, down/polyfill pad above, conventional mattress pad next, with fitted sheet on top. The conventional mattress pad and fitted sheet will prevent your down/fiber/wool pad from shifting over time. Another adventage is when you launder your bedding you only need regularly wash your fitted sheet and top mattress pad.

To add even more warmth and snuggliness, consider buying a down or fiberfill comforter and duvet cover. Again, purchasing a duvet with the correct "fillpower" is important. Buying a comforter one size bigger than the bed will make your bed look more finished and a cover stealing partner is less likely to succeed in hoging the bedsheets. Down pillows are also really nice and enhance warmth.

If you can, stay with washable down/fiberfill pads and comforters. Dry cleaning these items can get expensive.

Stay warm and cozy!

My mother needed to be warmer and more comfortable in bed during the winter. She lives in NE Ohio so damp cold winters were a given. She did not want to layer on more blankets. We took a trip to Ikea and she came away with one of their memory foam mattress toppers (also available online.) Only about 2 1/2 in height, we were able to take it off her bed this summer, rolled it up and store it away. The topper will be a year old this month. We unrolled it yesterday, washed the cover and put it back on her bed. She loves this topper. Memory foam is warmer than a regular mattress topper.

I swear by memory foam. Warm in the winter, cool in summer.

If you want something really luxe, order a feather bed topper from the Ritz Carlton. I have one and it's fabulous--super cozy and snuggly, but not hot. You do need to fluff it very often to keep it nice, though, which adds an extra step to making the bed, but worth it.
http://www.ritzcarltonshops.com/Store/Product/Sku/RTZC100214?CategoryCode=RTZAHSLEEP

I always like a good memory foam topper. I used one in school when I went to college, but it was low quality egg crate. I got one of the tempur memory foam toppers and it worked great.

the one I mentioned you can actually get it here: http://www.memoryfoammattress.com/

I was given a featherbed top and I really like it during the winter months... it'll give you a cosy feeling without being too hot, but it is significantly warmer than just the mattress.

I've heard good things about wool, but I'm guessing that if it's not too thick you won't get that cosy evneloping feeling you seem to be looking for.

I usually put a wool HBC blanket directly on the mattress of my bed and then the fitted sheet on top. It seems to help regulate temperature better than just the mattress, but it could be all in my head...

I had a sheepskin bed topper for years; it was nice to sleep on year round. Eventually I moved on to a down feather bed and a down-filled cover for the feather bed (both from Pacific Coast, purchased from Overstock.com). I love them! I sleep very happily on them all year long. I do give them a good shaking every time I change the sheets, and I air them outside in the sun often. Wouldn't go back to sheepskin again; I've never slept better than I do now.

I love the look of the SnugFleece, but I can just imagine them getting dirty so quickly. Are they difficult to keep clean? Would it make sense to put a waterproof mattress cover over it, or would that defeat all the snuggliness?

@kalakala I just ordered one on your recommendation! thanks!

@AlisonAnn: I'm not sure about SnugFleece, but the wool fleece topper I have is machine washable. It's kind of a pain to wash so I've only done it once, but I use a sheet over so it's somewhat protected. The sheet doesn't seem to interfere with the coziness at all.

@Tequila Red: I hope you like it as much as I like mine! Good timing ... winter is coming.

I have a bed that's too firm, so firm, in fact, that I'd been opting to sleep on the sofa far too often. I was excited about a natural latex mattress topper from Overstock but it didn't really provide that much extra cushioning. So I got a memory foam topper (from Target) and a wool mattress pad from Overstock (same one linked above) and I finally have a comfy, inviting bed. The wool helps with heat in the summer but also feels cozy when it's cool.

Holy cow, I DESPISE memory foam! I bought a memory foam topper years ago for my floor mattress, and I HATED it. I felt as though I was trapped in quicksand. Hot quicksand. Even living then in the foggier western outreaches of San Francisco, I was hot with that memory foam. Just the opposite of what I needed as I embarked on a life of hot flashes ...

Do fans of memory foam like it partly because it seems to retain body heat? I'm curious...

... I may try some of the other ideas people are suggesting above, because since I moved and changed furniture, I have a different problem: a firm mattress that's much too hard for a side-sleeper like myself. I've topped it with some other things, which helps somewhat to alleviate the mattress-induced backaches,, but if I can't tweak it sufficiently, I may have to shell out for a softer, high-end mattress.

I love my memory foam topper, bought it largely because my partner despised my firm mattress and it is like sleeping on a cloud.
I guess it depends on how firm you like your bed, but I love sinking into my bed at night. The temperature side of things was a bonus.

I purchased a huge heavy (and very expensive) feather bed. I was so excited when it arrived. I put it down and laid on it... for 1 hour. I couldn't believe how hard, hot, and uncomfortable it got after a few minutes. It gave me a neck ache. My latex mattress was softer and offered better support. Back to the store it went.

In its place- a queen sized heated mattress pad with 2 heat zones. I turn it on about 15 minutes before I crawl into bed. When I do, it's toasty warm like the sheets just came out of the dryer. Ahhhhhhhh... so nice.

It's important you think about breathability. If all you want is to get hot and don't mind waking up in a puddle of sweat, then you could get a sheet of plastic, a topper that doesn't breathe (that includes feather beds), or 1,000 thread count sheets. What you need is warmth but also breathability, otherwise you'll get sweaty.

If you're getting a topper, wool is generally a safe bet. You might find foam (esp visco elastic foam) or latex to be more comfortable than wool (depends on your body and how you sleep), but if you do, you might need to replace your sheets, blankets, and comforter with more breathable alternatives.

High thread count does not equate high quality sheets. That's a trick marketers use (disclosure: I'm in marketing). You actually probably shouldn't get anything over 300tc. I got some really cozy cotton flannel sheets from Amazon- http://www.amazon.com/gp/product/B000FVW5Z2/
as well as a Rayon blanket (Rayon is known for breathability): http://www.amazon.com/gp/product/B004AE2B5E/

For a comforter, go cotton or wool. Wool is great as it's insulating and lofty and breathes but it also smells like... well, sheep. Some people don't like the smell or are even allergic. Only one way to find out... just check the return policy of where you're buying!

I love my heated mattress pad. You control the temperature that you want and can just turn it on before you get into bed to keep from sliding into winter blasting temps with your toes.

I have to 3rd the heated mattress pad! I had never had one, but my mom and sister got me one last year as a gift and even though I thought it was silly at the time, I haven't looked back for a second! I keep my house pretty cool and it gets downright cold at night (I'm a super scrooge with the thermostat), but I swear there is nothing like crawling into a toasty bed! It is a sunbeam, 2-zone mattress pad set on a memory foam mattress from Costco and it changed my life!

I don't have a recommendation for a mattress pad/topper, but to your general idea of wanting to make your bed warm & cozy: consider fleece sheets! I used to love my flannel ones, but in my cold-can't-afford-to-run-heat-all-winter apartment, fleece sheets are amazing. It's like sleeping inside a teddy bear!

This might seem overly simplistic but I have these gorgeous chocolate brown sheets from BB&B that I absolutely love climbing into in the colder months. The dark color and the high thread count just feels warmer and cozier to me than light colored sheets.

I also love the heated mattress pad idea. I may have to check those out myself!