I used to know a man who served in WW2 and was stationed in Alaska. He told once about sleeping out when they were out on maneuvers. Said the sleeping bags they were issued would keep them warm but they had to undress before getting in them so as not to sweat in their clothes. That was the worst part he said, undressing and getting out to dress in the morning.
I agree with getting a good sleeping bag. If you try using a heater, besides being a fire hazard, don't forget about carbon monoxide.