Yep - go the sleeping bags!! My toddler is still wearing a size 2 one as he simply cannot (no matter how well I tuck him in) keep the rugs on, and always wakes up cold when the temperature drops later on. I have tried teaching him to pull up the rugs up but he just doesn't get it yet. We have an assortment of winter and summer sleeping bags and sleepysuits.

Another great thing about sleeping bags - they are a pain in the a** for them to stand up in, so DS will just lie down and go to sleep instead! He is in a cot still though....
So yeah - DS doesn't wear the sleeping bag around the house - only to bed. I guess they could fall on their face if they choose to get up in the middle of the night though.....
mmmm. Better to get a warm sleepysuit if in a regular bed. I have found it hard to get them in a size 1+ though.....
in winter when warm PJs just aren't enough, layering is good.