An extra low voltage electric under blanket is more efficient and comfortable than an electric over blanket. Because the heat is under you, little of it is lost to the air.
If you prefer non-electrical warmth, try an old-fashioned hot-water bottle, which does a good job of heating the bed before you climb into it. Flannelette sheets help, too; even without a hot-water bottle, they warm your skin more than smooth sheets do.
