I would look to what you are eating.

Does this happen when you lie down in the daytime to rest or take a nap? Or only at night?

Sometimes when circulation is poor during the day, the legs will be cooler than normal. When you lie down, 1/2 of your body is on the mattress, so things get warmer just from that.

A good example is when you go out in the snow and get cold.
Ears and hands then may warm up quickly inside, and then feel hot and sting some. They may turn red too. Well, the legs can do this if the circulation is poor during the day while walking around.

We have a thread here about circulation:
http://neurotalk.psychcentral.com/thread115853.html

Also some sensations are ignored when you are up and about.
When you quiet down, you can feel them then.

Look to your diet at dinner to see if anything there may be causing this. Alcohol is a biggie. MSG is another. Foods that release histamine --can also cause this:
http://www.michiganallergy.com/food_and_histamine.shtml

You can try things with high menthol content on your legs, to see if that helps. I like Biofreeze, but others use other menthol products here like Icy Hot. This can cool them off.