If it's cold and I'm in the bag yes, pillow outside. (often
I sleep with the bag unzipped, quilt style)

1) try to keep your face out of the bag so your wet breath doesn't dampen your bag. a balaclava/face mask really helps for this - think bank robber style - although I don't use this till it's really cold

2) a good toque (fleece hat) I always sleep in one

3) eat something before you go to bed. God gave us chocolate
and cookies because she loves us and wants us to be happy in sleeping bags.

4) dry base layer and dry socks. (sometimes more, I often sleep
in a fleece)