Close the doors to unused rooms. Heat is generated by more than just your furnace. If you light a fire, cook dinner, or just have several people in the house, keep that heat where you will use it. Contain that heat in a smaller space, and you will benefit more from that effect.
Insulate. Insulation doesn't end with the stuff in your attic. The bare surfaces all around you are losing heat. Rugs, curtains, and even pictures on the walls help keep the heat in. Floors can account for as much as 10 percent of your heat loss. Rugs are more than just decorative. As for your windows, open the curtains during the day, especially facing the sun, but close the curtains or lower the blinds at dusk. No matter how thermally efficient your windows are, the surface temperature of that glass is well below room temperature on a cold night. Block it off from the room.
Ceiling fans should be reversed from the summer. They should rotate clockwise in the winter to drive warmer air down into the room. Conversely, do not leave the bathroom or kitchen exhaust fans running when you do not need them, so they do not blow warm air out of the house unnecessarily.
Double-check your furniture arrangement. Don't block radiators or vents. This can drive down the effectiveness of a forced hot air system especially. Also consider pulling your seating away from the windows or exterior walls for the winter.
Close your flue damper when you are not lighting a fire. It is like having a window open on a cold day.
Take a few simple steps to keep your home cozy on these cold days.