We have a ranges of quilts
Wool, is great as it isn't really thick but oh sooo warm and we don't get sweaty from it.
Feather and Down, whihc si really good to snuggle into but I find that I overheat in it
Cotton, which is really lovely and inbetween the two above

I agree with the wool not being so snuggly, but from a warmth and consistency I find them brilliant.
Good luck and I hope you find the right doona for you xxoo