Berkeley winters have cold nights (by our wimpy Bay Area standards), and our gas heating dries the air out. Dry air is an even worse heat conductor than humid air (and getting dried out by breathing dry air for a long time doesn't feel good, either.)
So a humidifier will make you warmer and make you breathe easier. We use a warm-mist humidifier, and by using Brita-filtered water, there's so little sediment deposit, we haven't even felt a need to change the filters from one year to the next. We wouldn't face the winter without one.