I am another who doesn't think the 2.5 togs and their recommended clothing is enough.
With DS I now use a 3.5 tog Ergopouch sleeping bag. The size is quite generous (he's currently using a 12-36 month one). They are around the $60 mark and the colour choices are really lame but they seem so much warmer than the grobag ones.
On really cold nights I have the thermostat on the column heater set so his room doesn't dip to below 18 degrees. Under his sleeping bag I have him wear a singlet, flanelette pyjamas and socks. On really cold nights instead of a singlet I put him in a long sleeve onsie.
I've tried in the past to put a blanket on him once he's asleep but with all the tossing and turning he does it's really quite pointless. (Makes me feel better though )