Check out the cork - it keeps the warmth. So do some of the thicker grade hardwoods (although neither as much as carpet).
If you want really warm ... look at some of the industrial office grade carpeting. Very low loft.
or .. a very large persian type that will cover all but the edges of the room where you dont walk anyway. Also a very low loft.
I've got a low loft berber. If I had a choice to redo it, I would choose either hard wood or cork. But warmth isn't an issue for me. If it's cold I wear socks.