Why does warmth sometimes make one sleepy, and sometimes keep one awake?

Perhaps this link will be helpful to a Researcher who wishes to try to
answer this question:

"Why does warm milk make you sleepy but cold milk doesn't?"
(24-May-2001)
The Straight Dope
http://www.straightdope.com/mailbag/mwarmmilk.html

I like to sleep and the temperature, low or high, sure does not cause
any irregularities in that. But then thats me! This is what I saw on
www :-

from 
http://www.wits.ac.za/fac/med/physiol/sleep/Research.htm#temp

Influence of temperature on sleep: 

"Most people will tell you that they find it difficult to fall asleep,
and wake up often, when they are too cold. In a recent study in our
lab, volunteers slept in a cold vest (filled with frozen gel) while we
monitored their sleep patterns and body temperature. Although these
people thought that it had taken them longer to fall asleep, the sleep
records indicated that it had taken them the same length of time to
fall asleep with the vest on as without it on, and that their sleep
quality wasn't really compromised by the cold."

Like it says... this is just a comment, 
Kik.

I would bet this is a psychological answer as much as anything else.
Much like at the end of the day the last hour of work is "longer" then
the others. Perhaps when you fall asleep it seems to take longer when
you are uncomfortable. I'll bet if sometimes heat makes it harder to
sleep it's because it was a hot day and you're "uncomfortable" trying
to sleep at that temperature. However in winter and/or fall on cool
days, it's easier to fall asleep when you're warm because you are more
comfortable at that temperature.

Of course people all have different levels of comfort and different
body temperatures; I can tell you one little supporting fact on that
note.  My wife runs at a much lower temperature then I do. At night
she'll want our thick down comforter and I'll have just a blanket on.
If I were to add more blankets I'd be hot, and she's cold with as few
as I'd want.

So I think his question hinges more on relativity then anything else.

Here's a study that might help you with your question:

Relationship between alertness, performance, and body temperature in humans.
Wright KP Jr, Hull JT, Czeisler CA.

Division of Sleep Medicine, Department of Medicine, Brigham and
Women's Hospital, Harvard Medical School, Boston, Massachusetts 02115,
USA. kenneth.wright@colorado.edu

Body temperature has been reported to influence human performance.
Performance is reported to be better when body temperature is
high/near its circadian peak and worse when body temperature is
low/near its circadian minimum. We assessed whether this relationship
between performance and body temperature reflects the regulation of
both the internal biological timekeeping system and/or the influence
of body temperature on performance independent of circadian phase.
Fourteen subjects participated in a forced desynchrony protocol
allowing assessment of the relationship between body temperature and
performance while controlling for circadian phase and hours awake.
Most neurobehavioral measures varied as a function of internal
biological time and duration of wakefulness. A number of performance
measures were better when body temperature was elevated, including
working memory, subjective alertness, visual attention, and the
slowest 10% of reaction times. These findings demonstrate that an
increased body temperature, associated with and independent of
internal biological time, is correlated with improved performance and
alertness. These results support the hypothesis that body temperature
modulates neurobehavioral function in humans.

PMID: 12388468 [PubMed - indexed for MEDLINE] 

Reference:
Am J Physiol Regul Integr Comp Physiol. 2002 Dec;283(6):R1370-7. Epub 2002 Aug 15.

Try an experiment, when you are feeling cold, then see if the warmth
helps you fall asleep. Then when you are feeling hot, see if it will
keep you awake. And try the corresponding experiment, when you are
cold, can you sleep without the blankets? When you are hot? I think
you will find that it is all linked to body temperature, each of us
has our own set point. Some like to be cool and others warm when
sleeping. In general though, the body will cool several degrees during
sleep as a normal function of slowing metabolism.  Remember, there
also a lot of other factors, light levels, caffeine intake, energy
levels, time since last sleep cycle, etc...