Baby It's Cold Outside

Temperatures are dropping, and it is tempting to just turn up the heat.  But since we all regret this strategy when we get our heating bill,  here are some alternative ways to make your house more comfortable in the winter months.
Reduce drafts and air infiltration:
Add weather stripping to doors.  Add storms to windows that only have one pane of glass, and make sure the storms are closed.  Air seal all penetrations into your unheated attics.
Zone or time heat use:
Get programmable thermostats which can automatically adjust your heat depending on when you might be home, away, or asleep in a warm bed.  
A fireplace insert or wood stove can make one gathering place warm (don't locate near your thermostat though).  Electric wall heaters or heat mats (below a tile floor) can take the chill out of cold bathrooms.
Insulate:
Walls, attic floors (don't block roof venting), basements (keep in mind moisture problems), pockets of windows that have been replaced.  You can use blown in cellulose, icynene, closed cell poly, rigid, batt depending on the possible location.  Also you might be able to get a Home Energy Audit from your energy company for free advice on how to insulate.  Some rebates might apply for the cost of the insulation.

Of course it's best to put on a sweater and some wooly socks when you are cold, but if that doesn't work, one of the above strategies might help take the chill out of your winter.