Wear your bike clothes to sleep. Seriously. One of the annoying things for me is the amount of time it takes to get dressed in the mornings when you have more layers. I launder most of my bike stuff every 1-3 days anyway so I don't care that I'm wearing them more.
Uhhh... No. I sleep nude.
The time to get dressed in the cold is a problem though. I just means I have to get up earlier (ugh).
In cool (not cold) weather I'll ride in my work clothes. It's cool enough to not get sweaty, but warm enough to not be too cold. The period of time with the right temperature for that is unfortunately short.