My wife and I stayed here and absolutely loved the experience.
If you follow the instructions given you will stay plenty warm. Make sure to bring with you non-cotton underwear (such as a synthetic sports shirt, polar fleece, etc) and of course your bathing suit for the spa. Sitting in a hot spa in the chilling outdoors weather is really fun.
Just a "standard" room will do the trick since once you are all wrapped up in the sleeping bag, you will not see much anyway. The rooms are so quiet (walls are +-4ft thick we were told that the only thing you can hear is your heart beating ... amazing.
We are very glad to have experienced this unique place and highly recommend it to anyone who is a adventurous enough to sleep in an ice hotel. Be sure to check out the chapel ; its amazing!