There are a number of decisions to make when choosing a sleeping bag but the most important decision is probably choosing the type of insulation. There are usually two options: down filled sleeping bags or synthetic filled sleeping bags. They both have their own advantages.
Down sleeping bags
The down fill is usually either goose down, eider down or duck down. While down sleeping bags are more expensive than synthetic sleeping bags, they may be worth the investment as they usually outlast synthetic sleeping bags if looked after correctly. Down is a natural material and a great insulator. It also has good moisture wicking properties making down sleeping bags more comfortable than synthetic sleeping bags in warmer conditions. On the down side (get it?), if a down sleeping bag gets wet, then you might as well be sleeping without a sleeping bag. Down sleeping bags do not retain their insulation properties if they are wet. But, if you can keep the bag dry, then it might be worth investing in a down sleeping bag.
Synthetic sleeping bags
Synthetic sleeping bags are bulkier and heavier than down sleeping bags, however, they do retain their insulation properties in the event that they get wet. So, if there is a possibility that your sleeping bag may get wet then a synthetic sleeping bag could be the better option!