When I was younger there was a television commercial for laundry detergent that featured a woman trading in her own nightie for her husband's flannel pajamas. Ever since then, I've bee-lined for the men's section when I need a new sleepwear option. Cozy, over-sized, and soft (but not too soft! Are we not men?), sleeping in a men's flannel set is warm and a little hot all at the same time. These ones are $18 from Bill Blass and can be found at CrazyForBargains.com.
Slippers are pajamas for your feet. Keep the tooties toasty pre-sleep with these candy-striped booties from Old Navy, $15
One piece sleepwear is a personal favorite. I'm a tosser-and-turner and sometimes my PJ's turn straitjacket in the middle of the night. A onesie keeps things in place. Also makes me feel like I'm in Never Never Land and adulthood is an option, not an obligation. Get this union suit from Target, $19.99.