Furnace filters should be changed monthly.

 Remove all flammable materials from the area surrounding your furnace.

 If your home is heated by hot-water radiator, bleed the valves by opening them slightly and when the water appears then close them up.

 Install an insulating blanket on your water heater.  This also will help to prevent water damage if you lose power for an extended amount of time.

For those of us that have a direct exhaust vent for our furnaces, make sure the vent area is kept clear of snow.  This is very important as you do not want the fumes backing up into the house.

Consider changing your manual thermostat for a programmable thermostat.