If you're buying a new futon, try to get one filled with high-density foam instead of cotton. Cotton futon mattresses are generally the cheapest available, but they break down faster and are more prone to get lumpy. You might also want to consider a high quality futon mattress with an inner spring system, which offers support similar to a traditional American mattress. Mattress thickness can affect your comfort too. A 9-inch mattress will feel more plush and supportive than a 6-inch mattress.
If your futon is not comfortable by itself, use a mattress topper. Memory foam mattress toppers contour to your body to relieve pressure points. Latex mattress toppers are soft, dense and highly supportive. Memory foam and latex toppers are some of the most expensive on the market, but they can make even the most uncomfortable mattresses feel supportive and luxurious. If you can't afford these kinds of topper or prefer an alternative, you may want want to try a traditional quilted mattress pad, an egg crate topper, which is a foam topper with egg-crate-shaped contours used to relieve pressure points, or even some extra blankets to provide some cushioning. Mattress toppers can be added or removed as needed.
To keep your futon warm and cozy, use soft, plush bedding. Flannel and fleece bedsheets are excellent for cold weather. Blankets and comforters made from wool or goose down act as insulators to radiate your body heat back to you. Don't forget that a supportive pillow can affect sleep too. Many pillows are designed for different sleeping positions, so make sure you have some that work best for you and your guests. People who sleep on their stomach or back tend to prefer softer pillows, while people who sleep on their side tend to prefer firmer pillows.