Recently I got a very nice inflatable pad from REI (their house brand). It s a full sleeping pad that folds to a roll only 6 inches in diameter, only 12 inches long. I don't like the closed foam type since they are rather uncomfortable to sleep on (to me at least).
Air insulates soooo much better also. Once when my friends and I went camping in winter, some of us had the closed cell type while others had the inflatable kind. When we removed the tent in the morning we could see that ground was melted underneath those persons who had the closed cell type. Those who had the inflatable kind also weren't cranky since they got a full night sleep and weren't cold at all <img src="/images/graemlins/smile.gif" alt="" />