1. Install a programmable thermostat:  It saves money and will pay for itself!
2. Let sunlight in during the day:  It helps warm the house in the day!
3. Keep curtains closed at night:  It keeps the heat in!
4. Seal air leaks:  Not just windows and doors, check out  this handy guide from energystar.gov to give you more info where to check for leaks.