Wool. We use wool in most of our bedding products, because we think it is simply the best material available for sleeping. Down feels nice when you first tuck yourself in, and it will keep you toasty, sometime too toasty. Down needs to be encased in a non-breathable cover, so it cannot readily absorb moisture, which means once you start sweating you can go from hot to cold and damp very quickly.
Because wool is incredibly moisture wicking, is anti-microbial (bacteria does not like to grow in it) and is one of the most insulating fibers, many high-end athletic socks and t-shirts are now made from wool, or from wool blends. The benefits don't stop there however. Wool is hypo allergenic, and naturally flame retardant too.
Wool also has less direct impact on the environment than other bedding fills such as polyester, and is biodegradable.