I've routinely had over nights well below freezing when camping.

A thermal break between you and the ground is a must. I prefer a closed cell foam pad. They are durable, light and cheap, but a bit bulky. For a little extra comfort, I'll throw on a 3 inch open cell foam pad on top of the closed cell pad.

I've just never found air mattresses to be very comfortable, and they inevitably get a holes and lose all their air. Usually in the middle of the night.

In my area, it's cold enough that I don't even look at a sleeping bag unless it's rated for 0 degrees, and even then, I keep a wool flannel sheet inside the sleeping bag. I've found that it helps retain the heat in the bag, and eliminates cold pockets when I move around.

I usually sleep in my skivvies, and stuff all my cloths for the next morning at the foot of my bag. It helps add some insulation to an area that tends to get cold, and my cloths are warmer for getting dressed in the morning.

For really cold nights, I'll wear a wool cap, and drape an extra shirt or light jacket over my face and arrange it so only my nose and mouth are exposed so I can breath.