Here's the thing: I usually don't like to sleep on soft surfaces, or even stay on them for long. I find the good ol' hard floor to be comfortably cool for a cat with a heavy coat like mine.
But I do admit I have a soft spot for a special blue blanket in my room. Well, I don't use it for sleeping, but it's really great for kneading (and occasional grooming)! Don't believe me? See the video below: