Another option that I used last year was to throw a big tarp over the filter works (pipes, filter, pump) then put an old lamp with a 100W light bulb under the tarp (light on, off course). The large filter made the tarp into a tent and the bulb wasn't near anything so as to be a fire hazard. I didn't worry about anything underground.

Amazing how warm this kept everything, probably well into the 70's even on nights down into the high 20's. We couldn't close because I was having the solar installed (behind schedule). Worked like a charm - at least to keep me from worrying all night about frozen & cracked pipes. Now we have solar (I'm adding more!!) so we plan to keep the pool open well into October if the weather cooperates, so I am very likely to be doing this again.

And best of all, CHEAP and EASY!!!!