I've never had a problem with my cat peeing on my blankets....and you don't realise how comfortable they are until you have to sleep under a conventional blanket. I would never buy anything else.
I use a Department of National Defense Fire Blanket. It's so warm, fairly soft and in case of Fire I just wrap that bad boy around me and I'm good to go. But I also have 220 Thread Count Sheets and another comforter on top of that. :) That and an opulent amount of Pillows.