Saltatory conduction of nerve impulses
The overall energy expenditure of a myelinated axon is lower compared to a non-myelinated axon, because myelination causes the action potential to be conducted in a saltatory fashion, i.e. the action potential jumps from one node of Ranvier to the next (Fig. 1). Saltatory conduction depolarizes only a small fraction of the membrane (i.e., the cumulative exposed membrane surface in the nodes of Ranvier) when an action potential travels through the axon, as opposed to the whole membrane in an unmyelinated axon. Hence, less ions are transported across the membrane for any given action potential. Therefore less work is required from the sodium-potassium pump (a.k.a. the Na+,K+-ATPase) to restore the electrochemical gradient across the cell membrane after the action potential. Because the sodium potassium pump  uses ATP to pump Na+ out and K+ into the cell (Lodish, 2000), myelinated axons require less energy than unmyelinated axons for an action potential to be conducted. 


Fig. 1. Saltatory nerve conduction. Source: Antranik. 

Note that this is different from the activation energy of a neuron. For physiological action potential generation in neurons with chemical synapses, the activation threshold is generally expressed in terms of activation voltage change, i.e. the depolarization amplitude necessary to generate an action potential. This is likely very similar between myelinated and non-myelinated neurons. 

In terms of temperature; the action potential is mediated by the opening and closure (i.e. the gating) of ion channels. When an action potential travels through an axon, the depolarizing potential opens sodium channels which result in further depolaization, opening up new channels etc (Fig. 2).


Fig. 2. Action potentials travel through axons by voltage gated opening of sodium and potassium channels. Source: Rice.

The voltage differences that are sensed by the ion channels are generated by current flow. Increasing the temperature will enhance diffusion of ions through the channels and it will enhance the response kinetics of the ion channels. However, most proteins are highly temperature sensitive and too much of a temperature increase will impair ion channel functioning and eventually even denature the protein.        

Reference
- Lodish, Molecular Cell Biology. 4th ed. New York: W. H. Freeman; 2000