I've always wondered this. I have blankets of different materials and thicknesses. In very cold nights I sometimes have to use three or four of them when sleeping. Traditionally I put the thinnest blankets (least insulating) ones first (close contact to body) and the best blanket last, because the weight of the last ones should help keep the thinner ones from slipping off with my nightly movements. But now I'm obsessed with the question of whether putting the better ones first is more effective for heat insulation. My educated guess is that it doesn't really matter. Anyone's got a light on this?