Insulate - You can go through and find spots that let in cold all over your house. The main spots for us were lighting fixtures and outlet/switch plates. For the lighting fixtures Adam cut circles out of a clear storage tote that got a crack in it. He drilled out the holes for the wires too. Then he removed (please take great care in this and make sure the power is off, use common sense!) the light fixture or ceiling fan and connected the wires through the plastic circle. This is really a 2 person job by the way. He caulked the circle to the ceiling and reattached the fixture. You can't see it at all and it keeps a considerable amount of cold air from coming in. The switch plates are much easier, though you should still be careful. You will need an exacto knife or something like it, a cutting board, and some light weight foam sheets (the kind that come in packages like the light weight foam around books you order online). Cut out the size you need and the holes in the center and screw it on under the plate. Super easy! Plus both of these were done with recycled materials and little cost.
Vacuum - The vents that is! We have baseboard heaters and last year we found out how to clean them. Take off the faceplate, again, be careful they are sharp. Then vacuum. It is as simple as that. It takes a lot of energy to heat through all that dust and debris. It is an easy way to make you heater more efficient, thus saving money. Take the time to find out how to clean your heating system, it pays off.
Plastic - Plastic sheeting on the windows will not win any beauty contest, but it will save you money. The shrinking kind that we get is relatively inexpensive and it helps a lot. How it works is this...The cold air touches the window and is released into the air. If there is no sheeting, that air is the inside of your house. With sheeting, the air is trapped between the window and the plastic. It has to go through 2 layers to get to the warm air inside. Our sheeting goes on the inside of the window which I prefer as I have to stare at the neighbors house with plastic on the outside for half the year and I can't say that I like the way it looks.
Please take care doing any of the projects I have listed here. They are quite easy to do, but don't do something stupid like get hurt in the process. I would really love to hear what all of you do to winterize your house. We could always stand to make our little house run a little better!