Cover windows with a sheet of plastic on the inside. You can buy plastic made especially for this purpose in hardware stores. Plain plastic works, too, but the edges need to be well sealed, preferably with tape. Removing that tape in the spring can damage paint. Pull furniture away from exterior walls, which tend to be cooler.
Place bookshelves against the exterior walls for an insulating effect.
Wear sweaters, socks and hats indoors. Wool and fleece keep you warmest. Turtlenecks are also best because they cover your neck, too. Set the thermostat to 68 degrees when you're home. Turn it back further at night and when you leave the house for more than four hours.