There is only so much you can do to overcome Sir Isaac Newton's gravitational laws. If you are sleeping on a slope, you are inevitably going to part company with your pad at least once during the night, if not more often. Try to select a relatively level site if you possibly can. Practically, though, you often have to get along with what's available. For slippery tent floors (especially silnylon), paint some sealant stripes on the floor and on the bottom of your sleeping pad. For slippery pads, paint some stripes on top of the pad, too. I would not try to paint anything or use velcro on sleeping bag shells, which, especially for lightweight down bags (like Western Mountaineering's ulra-expensive "lite" series), are rather fragile. When I turn over, I take the sleeping bag with me, so I wouldn't want the pad velcroed to my sleeping bag--I'd end up with the pad on top!

When I first got a silnylon tent (Tarptent Squall 2), I painted the sealant stripes on the floor as recommended, but it wasn't enough. On my first trip, every time I turned over, my Thermarest went one way and I went the other. My dog got so disgusted with these shenanigans that he moved to the bottom of the tent, where, as it turned out, he made the perfect foot-warmer. Henry Shires suggested painting stripes on the bottom of my pad and that did the trick. Henry recommends a 2:1 or 3:1 solution of _odorless_ mineral spirits and GE Silicone Sealant, well mixed. This worked just fine for me.
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May your trails be crooked, winding, lonesome, dangerous, leading to the most amazing view--E. Abbey