I camp a fair bit in winter and am what they call a 'cold sleeper' so heres me tuppence worth.
Airbeds- are no good because all you have is a thick cushion of air being chilled by the ground-result ,you're lying on a block of ice.
Termarests-There are many different types some totally unsuited to winter/autumn camping.Usually the thicker the better but if it has a foam core mores the better[some even use down in their construction]My advice here is to buy a summit series mat,Alpkit make some excellent mats.
Somebody suggested a foam mat below your thermarest.Excellent advice,i do so myself and it does make a difference if the grounds particularly cold.
R-Ratings. 2.5-5 is nothing,1" thick piece of wood has an R rating of 3 and many autumn mats are rated 2.5 so be aware.
Alpkit mats are about £70,though they had a good deal for one of their thicker mats for under £40
Sleeping bag-Down isnt always best,especially in the UK,it more suited to high altitudes where its very cold but a dry cold,not the creeping damp stuff we in the UK have to put up with.
Synthetic is superb these days,with many bags suitable for Scottish winters.Snugpak is about the best in a price/cost/bloody warmth bracket.My advice for a winter/autumn bag would be any of the military grade elite range,loads of features ,well recommended and built to last.Expect to pay about £100
Final note though not really applicable here[but who knows]Ignore the extreme temperature rating,it means nothing,in fact worse than and possibly dangerous.If you bag has a rating of extreme -30c all it means is your corpse wont be frozen solid
A huge help is to make sure you have something hot to eat before bed,a hot drink too
Snugpak elite 5
http://www.militarykit.com/products/snugpak_sleeping_bags/snugpak_sleeping_bag_softie_elite_5.htm
Alpkit
http://www.militarykit.com/products/snugpak_sleeping_bags/snugpak_sleeping_bag_softie_elite_5.htm