I've only ever bought Thermorest ones. I bought a 2" thick self-inflating cheaper one, it worked well but its roll up a size was just too big, about 4-5" diameter, so always had to be strapped across the top of my rucksack. I now use it when we have visitors and I sleep on the floor for the night, ideal!
I then bought a 1" thick Prolight, this one was and still is tricky, I have to be very precise with inflation, too little air and my hip bone becomes sore as it rests on the hard ground beneath, too much air and its like sleeping on a concrete block. Very good at keeping the cold air below though and rolls up small. I have a choice with this one, strap it across my rucksack or it fits vertically in one on my rucksack side pockets. The Prolight is ideal if the air pressure is right when I use my Bivi.
My most used mat is my NeoAir, great because it rolls up super small, or folded in half lengthways rolls up to the size a can of coke. I can then choose to strap it to the top of my rucksack, roll it up and store vertically in a side pocket or just pack it inside my rucksack. Nine times out of ten it goes inside my rucksack. Its main drawback is that I have to blow it up manually, not difficult though.
I have never felt the cold, to my knowledge, of getting through from the earth below. If I was to properly winter camp I may experience them as not working so well?
If I was to buy a new mattress I'd like it to be self-inflating, 1.5" thick, 6' long, 28-30" wide, to not have to be so precise with the air pressure to be comfortable and be able to roll it up to the size of a coke can. Does one exist?