I use a square high density pad and throw my down jacket over my dog. Works pretty well for us (dog is 50 pound german shorthair). A possible downside is that the jacket tends to smell like a dog (Compared to me that is not bad tho...). I have two old REI bags where the internal baffles came apart and I am remaking one into a dog quilt. Basically it is half peanut shell shaped item to place over her with one end open to stick her head out of.

sK