I don't know if any actual testing has been done as to which is warmest, wool or poly or a combination. Quilters Dream says their high loft Dream Puff batting is warmer than down and I have always considered down to be warmest, even more warm than wool. But you can't quilt with down.
I always have the down comforter on my bed in the dead of winter as well as a couple of quilts! But I like my bedroom cold and I like the extra weight on me.