Try the sleeping bags and stick to them as long as possible. I used them with Alex when she was young enough not to really notice, but as soon as she could stand she hated them and I can't get her to put one on now. She always kicks the blankets off and is cold during the night. If I wake in the night I go and check her and she is usually at the other end of the cot, so I just move her under the covers.
To go to bed she wears vest, pyjamas and socks but she takes her socks off too, she isn't too warm under the blankets, she is nice and comfortable, but if she is out of them, she will wake within the hour. I guess I am not really destined to have a full nights sleep until she turns 21!!!lol