Warrant.
Accadamy in the camping section.

Smar-T
You didn't give any weather requirements, but I would send you to Recreational Equipment Co. (www.rei.com) for a good selection. PHANTOM This bag is down filled, and good from 10 degrees F, to 0. It weighs about 2 lbs. but is in the $400 range. REI also has synthetic bags for a little less, but down compresses the best, if you're looking for ultra compact. The super-light Phantom maximizes warmth while minimizing weight and bulk--this equation works equally well for alpinists, backpackers and travelers. * Bag has been reshaped to bring the down insulation closer to the body, without being uncomfortably restrictive * Specifically, room has been added at the elbows and hips, while reducing volume around the head and from hips to knees * Three-quarter-length zipper enhances weight savings * Insulated with superior European 800-fill-power goose down, blended and lab-certified in the United States * Super-light, high-tenacity nylon shell features a highly water-resistant acrylic finish * Box baffle construction creates maximum loft with minimum weight; 5-inch baffle width keeps down from shifting and prevents cold spots

pierpont_dave
a wool blanket, the only thing better than a wet wool blanket is a dry wool blanket

Sephiroth
I have a Sleep Cell witch works like a polor bears blubber and if u get to hot they have vents to open and cool down i like that

JD
I recommend the "North Face Goliath Model +0 Sleeping Bag. I've had mine for 3+ years and have cold weather camped with it in 18 degree winter weather. Synthetic filled, compact, lightweight. Warmest bag I've ever owned.I've had bags that were a lot more expensive, but despite the cost, no where near as good... I got mine on sale at REI Outdoors for $149 on sale. The regular retail price runs about $179.00. Check it out. www.rei.com

harrybrusey
The best sleeping bags for size to warmth ratio are the Snugpak Sleeping Bags. Their Softie range is used by the army. Check out this place for the full range at the best prices I have found on the web:

Moodos
warmest most compact sleeping bags will be down ones although be warned they can be pricey and if they get wet the insulation suffers - second the recomendation on the snugpax range top quality check out these websites to see others... www.blacks.co.uk

whycantigetagoodnickname
The smallest one I have come accross on general sale is the Vango Venom which is a down bag, 3 season weighs something silly like 500g (Im not sure if Millets sell them, but a good outdoor shop should be able to order one in, or try say, outdoormegastore on the internet (they have them)) You could also try looking at say Rab or the north face, but these bags are more expensive. The smallest bags are down bags, and 2 or 3 season will keep you warm in the UK for 2/3 of the year. You have to keep them dry however - all their insulation is lost when they get wet