I've been using a weighted blanket for a couple of months now. It's no panacea, but I find it pleasant. One issue people might not be aware of: if you use any kind of body pillow, the extra weight can make turning over much trickier. I'm a side sleeper and I use a tubular pillow to reduce stress on my knees. That means repositioning the pillow every time I switch sides (few times a night) and with the weighted blanked this can be considerably more of a struggle. It's not the weight itself so much as the extra friction from the blanket pressing down more on a soft object. It's not a deal-killer, but maybe something for people to be aware of.
Exactly. Keeping my knees together is uncomfortable (not enough padding), but having them offset while I'm on my side causes the top one to slope down toward the mattress twisting both knees and (even worse) lower back. It's a very common problem, and quite a market for specialized knee pillows. I use a simple tube, but the principle's the same: provide some separation and/or elevate the top leg to avoid twisting.