First off, thanks for all the replies everyone!
I've got a related question, though:
If we assume T-rex is a member of a clade for which feathered pelage is a primitive condition, why would adult tyrannosaurs not have feathers?
Tim Williams said: "With all other factors being equal
(geography, for example) big animals have less reliance upon insulation due
to their lower surface area / volume ratios ("Balloon Theory", etc) and the
minimization of endogenous (or exogenous) heat through dissipation."
However, modern birds use feathers to shield themselves from external heat, not just to keep heat in. Also, all extant birds have feathers, regardless of size or environment. Dromornis, a Tertiary neognathe weighing about 500kg has always (AFAIK) been assumed to be feathered.
So, can I have everyone's arguments for (or against!) big tyrannosaurs having feathers.