I keep hearing that polyester batting is very warm. I use Dream Green. I love it.
I have done a lot of online research about battings. One problem with cotton batting is shrinkage. Some women pre-wash so there won't be shrinkage later in the quilt's life when it needs laundering.
Wool batting sounds wonderful, but the pounding in the dryer really really shrinks it. If it will probably never need laundering it sounds like it would be nice, but I have never used it. I don't think it should be pre-shrunk because it will end up felted in the dryer.
Dream Green poly batting is soft, durable and warm. It will never shrink. It doesn't attract critters like wool might.
When I researched batting, I found that every quilter had her favorite, and was firm in their commitment. I guess I am getting that way now with the Dream Green. I have absolutely no affiliation with the company, nor do I profit from recommending it so highly.