I do the cotton pyjama bottoms and a comfy T-shirt. I also wear socks if it's cold, sometimes throughout the night, sometimes just for a few minutes until I warm up.
I switch to pyjama shorts during the summer, but I also have one summer nightie (short and sleeveless). I don't really wear nighties - my mum does all the time, and I wonder how their suit her. They look like they would get really tangled during sleep.