Things you can do:

First, you should check your furnace's air filter and make sure that it's clean.  When the air filter is dirty your furnace needs to work harder to warm up the space which means it costs you more money. Check the filter at least once a month and clean or replace your air filter when necessary. You should also take a quick look at each of your heat vents and vacuum any dirt and debris that you can see. Your furnace will also work more efficiently if supply and return air vents are kept clear of furniture and appliances.

Drafty windows and sliding glass doors can be accountable for 25% of the average homes heat loss during the cold fall and winter months. One way you can stop this is by covering these windows and sliding doors with inexpensive clear plastic. If installed tightly to the frame correctly, the plastic will reduce the amount of warm air that you paid to heat from escaping. It's also a good idea to ensure that these windows and doors are locked before adding the plastic. Not only for safety, but because locking your windows also creates a tighter seal. The plastic can then easily be removed in the spring when the warmer weather starts to arrive. You can also look into insulated window blinds and curtains which can help to keep the heat in

Seal any leaks that could be letting in outdoor air. These spots include gaps around your chimney, recessed lights, electrical outlets and utility cut-throughs (for example, around pipes and electrical wires) on exterior walls, and of course around doors and windows. These openings can be fixed by using spray insulation or foam, caulk and weather stripping. 

Things we can do for you:

A technician can do routine cleaning and maintenance, and verify your system is in good shape. Sometimes, with older HVAC units, the best option may be to replace it with a newer model. Some new Energy Star units can save up to 50% of the energy that older models use, which means better heating that will pay for itself over time. 

Clean the outdoor and indoor units. The technician will keep the outdoor condenser fan running efficiently by cleaning the fan blades, and will maintain the unit's ability to warm the air moving through it by removing dust and other buildup from the indoor condenser coil.

Upgrading your thermostat to one that it programmable can give you more control over your heat, with less maintenance. With a programmable thermostat you are able to set your heat to a comfortable temperature while you are at home, and a few degrees less when you are at work or while you're asleep which can save up to 10% of your heating bill.

Other tips:

Cranking up the heat to warm your house quickly doesn't work. The house will warm up at the same rate, regardless of the temperature setting.

During the day when the sun is out, open your curtains and take advantage of the free heat rays coming in, especially on south-facing windows. Just remember to close your curtains again at night to prevent any drafts. If possible, you should keep the curtains closed on windows that don't receive any direct sunlight.

Adding a humidifier to your heating system may allow you to turn your thermostat down and be comfortable at lower temperatures. Aquariums and houseplants can add humidity too.