These are the infrared heaters we use for foaling.
http://www.northerntool.com/shop/tools/product_200395479_200395479
They work very well and are safer than heat lamps, but any source of heat can be an ingition source. We keep them dusted daily and make sure there is no dust on the stall edges that they may shine on. we have 2 and move them around as needed.
Our stalls are open to the floor so if needed I will stack blaes of shavings or hay on the outside of the stalls to keep drafts out.
I have about 30 something foal blankets in various sizes and most of them are polar fleece. Try to have several different sizes for layering and for whatever size the foal is and to change out if they get damp. You might consider using a hairdryer on the foal to help dry him/her.
this stall is bedded with shredded cardboard bedding which is insulating and very clean, but I can't get it anymore.
And DEEP bedding! Deep shavings then DEEP hay or straw over that and maybe bank up against the walls to help with drafts.
And be prepared to milk mom and feed baby if it is slow to nurse...a cold foal won't nurse and they quickly go down hill.
I also keep an electric blanket and an electric heating pad at hand for a really cold one....never leave the stall when using something like that.
Then when you are all prepared.....ENJOY!