I camp in a Hennesy Asym (zipper version, can't stand the thought of that velcro sound if nature calls late at night). I started out using a 1-inch thick Thermarest but it was still too cold most of the time- no protection for the shoulders. I took it on my first tour down through Big Sur and froze every morning. Had to go for a brisk hike at dawn every day to warm up which actually spawned a nice tradition.
After that, I bought a Jarbridge 3/4 underquilt from Arrowhead Equipment:
http://www.arrowhead-equipment.com/kick-ass-quilts.html
Mine is the three season version. They seem to have a yearly sale and I picked it up for about 80 bucks. I wanted to try an underquilt but they're all a bit expensive, so the Jarbridge seemed the least risky.
I've really loved it. Much warmer and cozier than the pad ever was. It's very lightweight but packs kinda large- about as large as my cheap "20deg" synthetic mummy bag. Still worth it. I might get one with their "climashield" insulation which they state packs smaller. I went on an 8 day trip around central coast in California in March this year and temps at night were pretty chilly and a bit damp (upper 40's to low/mid 50's). I hadn't even tried it yet but I generally slept pretty cozy. It's definitely been a big improvement over the pad. My weak point is probably my tarp which is stock and doesn't have a ton of coverage when the cold winds kick up, but it still works fine.
The Jarbridge was a little akward to use with the Hennessy due to the HH's tie-outs. I sewed some fabric patches on the Jarbridge and poked a pair of grommets through the patches (which were just to reinforce the grommets so the the UQ wouldn't tear), then ran a small loop of paracord through the grommets. The HH tie-outs go through the paracord loops and thus the Jarbridge fits the HH nicely.
You can sorta see it here, under my calf:
The other disadvantage is the lack of flexibility with "going-to-ground". That gossamer pad linked above looks great; I may have to try that out. It might at least help a little in that situation. Not much, but definitely better than the UQ.
I also use an REI inflatable pillow to put under my knees to prevent accidental hyper-extension while I sleep. But sometimes I sleep on my side.
I've now done two tours about 8-10 days each plus loads of overnighters, weekenders, and extended weekends with the HH and really like it. I still don't feel like I've mastered it, though.