During our research, we found that a very common mistake was for campers to buy a sleeping bag longer than their tent.  This means that part of the sleeping bag will end up touching the sides of the tent, and wick the dew through the tent soaking the sleeping bag.  Another mistake campers make is covering their entire head in the sleeping bag. This is bad because your breath contains moisture, and moisture is a sleeping bags enemy.  A sleeping bag with synthetic filling may keep warming if wet, but a down filled sleeping bag will not. This leaves you as the person using the sleeping bag with several decisions.  

Down or synthetic filled. -  If you are going to be in rainy conditions you definitely want to go with a synthetic filled bag, and maybe one with water resistant fabric.  Other wise all the weather being equal, the down filled packs into to smaller places, usually weighs less, and really performs.  The downside is that once wet it takes a while to dry out, and during that time loses its insulating abilities.  Plus, Down filled bags usually cost more.

Temperature rating. - All bags are rated.  There is a temperature associated with the bag, and this means that bag will keep the average person comfortable at the degrees represented. +30 means that bag will perform to 30 degrees.  0 degrees or  less bags will perform to zero or whatever degree is represented on the tag.  You can expect to pay more for a quality lower rated bag.  However as a general rule, if it is going to be in the 20's where you are camping, and you have a tent, and you wear long underwear to sleep in, you should be warm enough if the tag on your bag says +20/+25.  Do not go out in a non-rated bag.  These may or may not have cartoon characters on them, and are used for sleep overs and not camping.

Size of bag. -  If you are over six feet tall you want a 'LONG' bag. Under six foot, you should consider a 'Regular' sized bag.

Type of bag.  -  There is the regular, rectangular sleeping bag, the mummy bag, and many brands offer a crossbreed of the two.  If you are a 'BIG' person, you should try a mummy before buying one.  The mummy bags keep you warmer, because they are tapered and your body has less airspace to warm.  However, because they are tapered, they can be very snug on a 'BIG' person, and not offer any freedom of movement.  If you can use a mummy bag, then they are ideal for cold weather conditions.  They can loose their effectiveness if you are camping in say the tropics, where you might possibly consider a light weight rectangular bag.

The Trick that makes the Sleeping Bags work-  The real trick to any real sleeping bag comfort is the pad you purchase to put under a sleeping bag.  Some people buy inflatable raft type things.  These may be okay in the summer, but they will not keep you warm in the winter, as your body with sleeping bag on top will have trouble keeping the air in the inflatable warm.  This should not be confused with a self-inflating sleeping pad.  These have little stoppers that you open and the fabric inside draws in air making a real thin layer of comfort between you and the ground. What we have really found is that the older one gets, the more emphasis that one places on the quality of their sleeping pad.

Sleeping bag Tip:

As cold as it might be outside, you will stay warmer in your sleeping bag if you change you underwear prior to climbing into your sleeping bag. Your old garments, underwear, and tee-shirts will have some amount of perspiration on them that will slow the warming process of the sleeping bags. Never get into a sleeping bag with wet clothes, wetness will make even the best sleeping bag less effective.