TIPS FOR SLEEPING WARM
1. Make sure you've got plenty of insulation under your sleeping bag. One open-cell pad (like a Therm-a-Rest) is good for summer; for winter add a closed-cell pad under it. Don't use air mattresses, which have too much open space for your body to heat.
2. Line your sleeping bag with a blanket (fleece or wool), or buy a commercially-made sleeping bag liner (wool, fleece or silk; available at most outdoor stores). This can tack ten degrees onto your bag's rating.
3. Use a bivy sack, even if you're in a tent. This, too, can add ten degrees.
4. Warm up your bag with a hot-water bottle or two. Your regular water bottles are fine (Nalgenes are ideal) as long as you're sure they won't leak. Fill them with hot water, put each in a sock so it won't burn you if you touch it, and pop into the bag. Leave them there for a few minutes before you get in. Keep them in there with you as you sleep (if you wake up at 4 AM and the bottle's cold, take it out of the bag). Not only do they keep you warm, but they're nice and thawed if you want a drink.
5. Sleep with long underwear, socks, and warm hat on and not much else. Bring your jacket into the bag with you and sleep on it. If your bag is big enough - and most are - bring all your clothes to bed and anything you don't put under you, kick down into the foot of the bag. They'll fill up all that dead air space and be nice and warm in the morning.
Folks, I know you've heard it a million times, but you really do heat up the bag a lot faster if you're not wearing any clothes. I got hypothermic on one trip even though the temperature was well above what my bag was rated to (though the ratings aren't always accurate, but that's for another section) because I wore all my clothes to bed. On the other hand, I got caught by a surprise cold snap recently when the temperature dropped well below the rating of my 3-season bag, and I stayed safely warm by wearing only my grundies to bed and sleeping on everything else.
6. Eat some kind of high-calorie snack shortly before going to bed, like gorp. This will give you some extra fuel at first, when the bag may still need some warming up.
7. Pee in your bed: bring along an extra bottle to use as a piss bottle. Make sure it is VERY clearly marked (preferably a different shape from your water bottles, so you can identify it by feel) and make sure it doesn't leak. Getting out of your bag and going outside in the middle of the night is, of course, an unpleasant proposition. "Holding it in" uses extra energy because you've got to keep all that fluid warm.
It has been suggested to me that this is a very male-oriented method for ensconced drainage; however, one female visitor points out that "anatomically correct" (as she describes them) funnels are sold for women to use at their discretion in the great outdoors, and she reports that with a little practice said funnels make the piss bottle useful to all.
8. Lay a shirt around your neck and along the tops of your shoulders after you've gotten into the bag. It keeps warm air from rushing out and cold air from rushing in every time you move, which is something I hate when it's cold. Even if your sleeping bag has a draft collar, they rarely seem to drape just right.
9. Keep dry (this has nothing to do with #7, above). Your sleeping bag will inevitably get damp, so lay it out in the sun whenever you can, in the morning and when you stop for the day. Having a dark colored bag will help the evaporation process immensely.
10. Work out before you turn in. Jumping jacks or a quick run just before bed will warm you up, and help you warm up your bag.