We keep the house at 65F during the day and 58F at night or when we are not home. Caulk around the outsides of every window, door, etc. and do this every few years, oh and LOTS of insulation! We use mortite on the inside for the windows, the windows are original except for two modern windows and it's the modern windows that leak like a sieve.
Make sure to change those furnace filters too. Another tip is to put insulation behind outlets and switches that are on outside walls, these are also major draft stoppers. Repair any storm windows with new spline and the fuzzy insulating stuff every 10 years or so.
It also helps that we are on budget billing, and the gas company keeps bugging us to pay the new rate which is $59 a month but John keeps refusing. November is our reconciliation month, and by paying the $70 a month we don't get a "suprise" spike in our heat bill.
edited to add: The orignal builder insulated the house and big time, way back in 1905, he filled it with woolrock from the basement all the way out the attic rafters. We're thinking he didn't like being cold. The house maintains and beautifully, it's been 65F in here for two weeks now.