I made a quilt for my niece going off the college a few years ago . I used a wool batting , she loved it , said it was just what she needed to stay warm in the dorm at night( near buffalo, NY). The weight was perfect.
If you are looking for wamth , but not wool, consider a double batt, one cotton and one low loft poly. The poly will give the added warmth with out the weight. I have done a few quilts this way and really really like the results. That little bit extra poly give just enough loft to show off the quilting a bit more , and it is extra warm.