Check that your attic, walls, basement and crawl space are insulated to recommended levels. Change or clean furnace filters regularly. Generally, filters should be cleaned or replaced once a month during the heating season to ensure they don't restrict the flow of air. Schedule an annual maintenance check on your furnace with a qualified heating dealer. Make sure your fireplace is properly vented.
Fireplaces require a great deal of oxygen.
If you do not have an outside source of combustion air, your fireplace will draw air from inside your house, including the air you paid to heat. Ensure all return air openings are unobstructed. Don't block heating registers, move furniture to allow heat to flow freely. Unoccupied homes use more fuel to maintain the same constant temperature level than when occupied. During occupancy such items as lights, greater refrigeration operation, cooking, radio and TV, dishwashing, hot showers, and bathing and even the occupant bodies add heat to a room.