Cold? Put on a sweater, wear some socks and shoes.
In the olden days, people wore layers and layers of clothes. Why was this? It was freaking cold, that's why. Your typical house was heated with fireplaces, which sucked most of the warm air up the chimney, created a draft, and forced cold air through every crevice in what were largely un-insulated houses.
When you went to bed, you wore elaborate bedclothes, including a hat or cap, and stockings. And then you put sheets, blankets, and comforters (and a counterpane) on top of all that. That is how our ancestors stayed warm.
Today, people seem to make a fetish about overheating their houses. We've been through four energy crises, and yet I see people running around in little more their underwear, with the house thermostat set at 80. Children, it seems, are never fully dressed anymore, and always in danger of catching pneumonia.
Many folks, particularly up North, put in elaborate heating plants - such as radiant hydronic heat, which I have written about before. Others spend well over $10,000 on an outdoor wood furnace, a 1 ton pickup truck and a humungous chainsaw. They spend every weekend of the year cutting wood and then in the winter, they heat their houses like Swedish saunas. And I know this because I have been in their homes. Everyone I know who even has a wood stove, cranks up the heat to a billion degrees in the Winter as some sort of weird status thing.
You could do that, but it is staggeringly expensive. You can spend a ton of money on equipment or heating bills, or you could just stop dressing like a small child - wearing shorts and a t-shirt in the dead of winter.
Our house is on a slab, and people complain that the floors on a slab house can be cold. And indeed they are, if you are dumb enough to run around in your bare feet in the winter. Radiant Hydronic Heat people claim that their systems give them "warm floors" (been there, it ain't like a toaster or nothing) and thus a better heating experience, whatever that means. Myself, I never noticed the difference, and frankly, it was just easier to wear shoes and socks than to spend double on heating plant.
Yes, there are some things you can do to conserve energy and insulating your home is one of them, installing replacement windows is another. Going to super-high efficiency appliances, however, might be less useful. A furnace that is 90% efficient is often more than adequate - going to 99% just means spending double the money - without any foreseeable payback.
But the easiest thing you can do is just turn down the thermostat - to 65 degrees or even less. The more you wear, the less you will notice it.
Heating and Cooling bills can be very high - if you decide you need to wear fur coats in the summer and run around naked in the winter. Believe it or not, a lot of people do just that - keeping their homes the temperature of a meat locker in the middle of July, and baking like an oven in the winter. They complain that their HVAC bills are too high - and then go looking for technological solutions to the problem. "If only I had a fancier furnace!" they say, "I could live like a King!"
Or, just take the advice of our ancestors, and dress appropriately. I find that to be a lot cheaper.