Stainless. The value in sticking the bottle in the fire outweighs any weight penalty to me.

Heat retention. Adding a wool sock around the bottle is two fold. Adds insulative qualities to preserve the heat and protects my skin from scalding hot bottle.

Also, if your bottle is warmed thoroughly (near boiling/steaming heavily with light bubbles), stuck in a sock, stuck under the quilt(s), the r-value is improved. Setting on a table is not really applicable data, IMO. Add to that the extra BTU's your body is generating...
My waterbottle is warm enough in the morning for a tea, not hot tea but warm. 'spose I could do a coffee in the bottle and drink that. Or re-warm the already somewhat warm bottle over the fire/stove, thus conserving some fuel.

Vacuum pressure on the lid can make removal difficult in the morning...or I'm still sleepy and weak.