I bought a Heavenly Bed a year ago and we love it! I bought it when Westin was running their $500 off sale. The bed came in about 2 weeks, even though they said it would take a month.
We live in New Hampshire and in the dead of winter can still turn the heater down as low as possible (just to keep the water from freezing in the pipes) and have never been cold. I don't think I'd invest in one if I lived in Florida, as the other poster was, but here in New England, I think it has paid for itself!!
The sheets hold up very well. My feather pillow is getting a bit worn, but I still would recommend the Westin Heavenly bed. I think someone in another thread referred to the bed as a "marshmellow without the sticky" which I think sums it up.