Rob in London Ontario has one wall that is cold in the baby's room and he just wants to warm it up a bit. The easiest way to make a significant difference without major renovations is to put about 1 to 1-1/2 inch of Styrofoam right over the painted wall and cover that with more drywall. That may not show up much on the heating bill, but it will make a major difference to the feeling of the room.
New "Reflective" paints could help as well, not really changing much in the way of heat loss, but making the room "feel" much warmer.