Babies' bodies cannot control temperature like adults, so they need to remain covered in cold weather in order to hold in heat and keep them warm. They do not need to be kept warmer than adults, however.
Dress them as you would dress yourself based on the weather, though remember that while it might be OK for you to run outside without gloves or a hat it isn't safe for a baby.
Optimal Nighttime Temperature
The Parents website recommends between 65 and 70 degrees F as an ideal nighttime temperature for a baby's room. Just like adults, babies tend to sleep better in slightly cooler than normal temperatures.
Infants should be put to sleep without blankets, but don't counteract the lowered temperature with a heavy sleeper.
Optimal Daytime Temperature
Keep your baby's room at the same temperature as the rest of the house during the day. Check the back of your baby's neck to make sure he is not sweating and remove a light layer of clothing if necessary.
If her hands are unusually cold, turn the temperature up a degree or two.