Whether your sleeping bag is down or synthetic, keeping your bag dry is the single most effective way to make sure that you sleeping bag will keep you warm throughout the night. However, there are a few other things you can do to increase its insulation capabilities.
For down sleeping bags, do not store the sleeping bag inside a compression sack when not in use. This means that after you get home from your adventure, pull the bag out and hang it. This gives the down fill a chance to return to its original loft size, which has a lot to do with how much heat it can retain.
It is also quite common for people to by sleeping bag liners to help make their sleeping bags warmer. These are soft inserts that act as an additional layer, often made of nylon fleece. While they are certainly warm, these liners are not always very breathable.