Some cats really don't want to be inside at night - mine refuses to stay in after midnight - and a cat flap isn't always possible. If your cat does want to be outside for a lot of the night you should provide as much shelter as you can. A porch or conservatory is great as there will be shelter from wind and rain - even an outbuilding will give basic shelter. Inside that, you can give further shelter with a box or bed. You can actually buy quite complicated little 'houses' which are insulated and in some cases even have their own heating - there are some examples here.

But unless the weather is really cold or the cat is elderly or sick - and in that case it would be better off indoors at night - a nice big bed, with a bit of a raised front to keep out draughts, should do nicely. You could also try a 'furry igloo' type bed - these are little fake fur 'house' style beds designed for small dogs, but fine for cats. Though I got one for my cat and she won't use it because it's too warm!