The first thing to decide on when buying a sleeping bag is what you are going to use it for. Will you be Alpine climbing, cold weather expeditioning, trekking or backpacking and will you be carrying the bag or will it be on the back of a sherpa?
Be honest with yourself, getting the right balance of weight, down or synthetic fill and water resistant or standard outer is dependant on what you intend to do.
Down or synthetic?
This question normally comes down to price with down being the more expensive, but offering better warmth to weight and normally lasting longer (15 to 20 years for a good down bag). As a rule of thumb if you intend to carry your own bag, or camp in very cold environments then down should be your number one choice. A good option for the frequent user can be to own a high performance down bag for use when it matters and a cheaper synthetic for car camping, huts and mates floors. Synthetics also have a role in constantly damp environments where the performance of a down bag is compromised.
Water resist shell or standard?
Don't be fooled into thinking that a water resistant shell is automatically 'better' in all situations. Sure it will help to protect the fill from exterior moisture (spindrift, leaky tent, spilt tea) but will also trap some moisture on the inside from perspiration and over a few days use this will affect the lofting of the down. In mountaineering and winter backpacking situations the advantages of a water resist shell will outweigh the disadvantages, but remember that in all situations any bag with a water resist outer should be reversed and aired more frequently than a standard bag.
Purists would say that a sleeping bag does not need a side zip, which adds weight and cost and exposes potential cold spots. In practise most of us like to vent a bag or if we get lucky, zip it to a partners bag. Look to make sure that the internal baffle that runs behind the zip is large enough to avoid cold spots and made of a fabric that won't snag the zip.
Care of a down bag.
Dry any moisture out of the sleeping bag at the earliest opportunity. This is particularly important for down bags. Moisture present during storage will cause the down to clumping and no longer loft properly. If the bag is dirty or clumped then wash it. Although down bags can be washed at a professional cleaners (try Franklins in Sheffield 0114 268 6161) this is quite expensive and it is worth limiting the number of times you need to wash your bag by using a silk liner whenever possible. A silk liner is lightweight, adds a little to the bags warmth and costs only about the same as a professional wash and postage.
Never long term store your down bag compressed in a stuff sac as this will damage the down. For long term storage use a large cotton storage sac, which should come with all good bags. Using a compression stuffsac when backpacking certainly makes it smaller but stowing a 'cannon ball' in your pack my not be as efficient as pushing a loosely packed down bag in an oversize stuffsac into the nooks and crannies of your pack. When bad weather is expected try carrying your down bag in a roll top dry stuffsac.
A question of loft
The IDFL (International Down and Feather Laboratory) has found that down tested in the USA, shipped to Asia for making into jackets and then shipped back to the USA packed into a container (just as is done by many manufacturers who have their goods made in the far east) had decreased in fill power (a measure of the loft of the down - how well the down resists compression) by at least 15% (23% in one test). The good news is that by careful washing and drying the down did recover to almost its original performance.
Since fill power has come up it is worth noting when purchasing a new sleeping bag that fill power measurements quoted by manufacturers can not always be used to compare different bags. A 600 fill power bag from an American supplier (who uses the US standard to test – as most Chinese manufacturers do) will loft less than a 600 fill power bag made in the EU (tested using the European standard).
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