Little kids seem physically incapable of staying under the covers at night. If your house, like mine, is frigidly cold upstairs, then this may be a concern for you.
The answer for our two little ones turned out to be Gerber Childrens Wear Blanket Sleepers. These thick, zippered and footed pajamas provide a nice warm layer that literally covers your child from the neck all the way to his toes.
These pajamas have features like cuffed sleeves and neckline to stand up to repeated washings, non-skid feet bottoms, so the kids can't "ice skate" over the dusty, hard wood dining room floor (though they will try), and a no-pinch zipper that starts at one ankle and goes all the way up to the neck of the pajamas. The thick material also stands up to repeated washings with minimal pilling or wear.
In our area, a 2-pack of these pajamas, in boy or girl themes, can be purchased at Wal Mart for less than $10, which is a great price for pajamas. In the three years we have been using these as our winter pajamas, we have found that the sizes run true to the charts listed, and since they are pre-washed, there is minimal shrinkage.
Since these pajamas are from Gerber, they include safety extras like flame retardant fabric and non-skid feet.
Overall, these are great pajamas for the price, and your little one will stay warm, whether they stay under the covers, or end up head at the foot of the bed, one leg hanging over the side, by morning.