I am not by any stretch oftheimagination a winter person. Can't take the cold. But our house is way too large to heat to a comfortable temperature. I have come up with two solutions to allow myself some nude time in the cold weather.
One is to turn on the heat but close most of the vents except in the room I will be spending a lot of time in - usually the office - and close the door to that room. That way while the rest of the house is a budget-friendly 62 degrees, and the room gets quite warm and comfortable.
The other one is to wear a union suit which is sort of like a whole-body thermal underwear. On the one hand you are completely covered, but on the other it's so loose that you feel mostly nude. Granted, it's not what I'd call form-flattering but it is warm and nonrestrictive.