Shake reusable filters outside or spray them with a garden hose. Be sure they're dry before replacing. Close chimney dampers since warm air rises quickly up and out open chimneys. Close your damper as soon as you're certain the fire is completely out. On cloudy days, keep drapes and blinds closed.
Drapes add an extra layer of insulation.
Mini-blinds also insulate, but not as much. On sunny days, open up the drapes and blinds to let in the sun's free heat. Don't block registers, baseboards, radiators or cold air returns. Air must circulate through and around them for maximum efficiency. Seal heating ducts and insulate those that run through unheated spaces.