You need an underlay with the highest tog possible. The very best underlay is Dreamwalk, but other thick PU foam underlays such as Softwalk, Zest or Contract 9 also perform very well.
Sometimes part of keeping the room warm is reducing draughts through gaps in the floorboards. In this case any underlay will help, particularly if the underlay is laid at right angles to the direction of the floorboards and any pieces are taped together.