I think I've used almost everything out there:
Natural materials: Can be comfortable, but take time to assemble and can get sap on your sleeping bag. Not always available.
Military closed-cell: Very light. Bulky. Not comfortable unless you use two.
Ridgerest: Light but bulky. Not particularly comfortable or warm. Difficult to wrestle flat if it's been rolled tightly.
Z-rest: What I've settled on for when ounces count. Bulky, but less so than Ridgerest. Carried one on a trek across the Andes. Not particularly comfortable or warm, but I was so tired every night that it didn't really matter.
Thermarest: I've used several models of these for years. Comfortable and warm. I don't trust them completely after having had one fail irreparably on an extended Alaska trip. I was miserably cold for ten nights in a row.
Hammock: My warm-weather favorite, getting off the ground and dispensing with a ground pad altogether. Had a Hennessy, now I have a Clark. I've used them in Africa, the Amazon, and all over North America in the summer. Great rain and mosquito protection, no worries about ants, scorpions, spiders, rocks, puddles or uneven ground.
Downmat: What Toddy said. Very heavy, very expensive. Worth every penny and every ounce for winter camping. I can't remember the model I have, but it weighs five pounds, which is more than my sleeping bag and tarp combined. I usually snowshoe pulling a plastic sled. I make camp by simply emptying my other gear from the sled and unrolling the downmat in it. With a piece of canvas over the top, I sleep through bitter temps with only my face cold. If I prop up the canvas to reflect the heat of a fire, it's literally as comfortable as snoozing on the sofa at home in front of the fireplace.
The older I get, the more comfort means to me, and the more I appreciate a good night's sleep. So in summary: Warm weather: Hammock. Backpacking: Hammock or Z-rest. Canoe or car camping: Hammock or Downmat. Winter: Downmat.