I'll echo the three key points I saw posted here.
First, dump the air mattress. Even with a good pad on top of it you are still going to be chillier sleeping on top of all that air. Get a good mattress. Therma-rests style mattresses rock. I have an
REI UL Longthat rocks for light/fast backpacking in moderate weather and goes for about $80. I also have a HUGE Sportsman Warehouse pad that went for $40, it is heavy and inflates to 2" but it is as comfortable as my Coleman air mattress. However, my old standby is a
Ridgerest large foam pad. While not as comfortable as a thermarest, it doesn't puncture. I know that therma-rest gives their inflatable mattress high R values, but for my comfort and warms I always use a good foam pad when there is snow on the ground.
Second, carry a set of clothes JUST for sleeping in. None of this sleeping nude garbage, unless you only have wet clothes. When it drops below freezing I wear a set of Patagonia long underwear and wool socks that I keep in a dry bag in my pack just for sleeping. I also make sure I have a dry hat to wear at night. I tend to keep the clothes I plan on wearing in the AM in my sleeping bag as long as they aren’t wet.
Get a GOOD sleeping bag. If you plan on car camping, there are great sleeping bags available for under $50. I have a Coleman 30F bag I got at Wal-mart for under $40. If you are going to be trekking/hiking spend the money for a good sleeping bag. Down or synthetic insulation is up to you. I have a selection of both for various conditions and they all work well. Down is warm, but useless if there is any possibility of it getting wet. Get a bag that is rated for at least 10 degrees lower than the lowest temperature you ever expect to encounter, this requires so serious thought a research on your part. IMHO, I would look at a system like
Mountain Hardware that allows you to build a system that can be combined to give you a bag for just about every condition. Get a over 20F bag, a under 20F bag and the Bivy Sack and you have a system that will provide you coverage for just about anything you’d encounter in CONUS. This is an expensive setup, but worth it if you are going to be out and about in all weather. However, North Face, Mountain Hardware, REI, Sierra Design, Marmot, Kelty and Big Angus are all good brands (there are probably more, but these I have used and trust). It is a good time of year to get a bag dirt cheap, I bought a North Face Cat’s Meow for $40 new last year after Thanksgiving!
And lastly buy a good non-disposable space blanket
non-disposable space blanket and put it under you pad. Ever see a photo of a wildland firefighting crew spiked-out? They are always laying on a space blanket or have one over the top of them, or both.