Install radiant heat mats under floors. Cut your heating bills down and wake up to warm tile and wood flooring with an added bonus of warming the air as well. Cold showers? Add a UL approved mat or cable system to your shower floor or walls. Nu Heat manufactures low voltage off-the-shelf or custom sized mats that are simple to install. (I did!)
Place key lights on timers. With darkness descending early, come home to a lighted home by adding wall or plug-in timers to lights that guide you through the door and inside your house. Two great benefits (a) you can save energy and decrease lighting bills and (b) gain security when you aren't home and the house appears occupied. Change those incandescent bulbs to compact fluorescent bulbs (CFL) for added energy savings and no guilt about leaving the lights on - with 7 watt CFL's taking the place of 40 watts.
Hang panel drapes. Panels are ideal to help with drafty windows when replacing isn't an option. It is a room-warming option even if you already have blinds. The added layer can be stylish, softening, and practical. Have sheers? Replace them with a heavier fabric just for winter.