I sleep nude. Always. Even in winter. As absurd as it sounds, I just put out an abnormally large amount of body heat. It's like I'm one of those yogis who can sit out in the snow and cause wet towels draped over their shoulders to dry off. Everyone I've ever been with has commented that it's like hugging an electric blanket. If I wear anything (and in summer if I have more than a sheet and thin blanket) I'll be sweating like a pig in there and just getting it all wet.
Besides, it's a lot more comfortable. I see little reason to not be naked all the time unless I have to leave the bedroom.