Step 1: Loose Those Stupid Lights.
i have replaced all the lights in my apartment with energy efficent bulbs and only turn the lights on in the room im in.
most of the lights are in cealing fans witch have 4 sockets and they had 4 100w bulbs in them. i dont need day light in my room i just need enough to see. so i took out 3 of the bulbs and put 1 high efficency 40w bulb.
also my roomate used to close his curtains and turn the lights on mid day. and turn lights on in the bathroom mid day. theres no fricken reason to do that unless its dark.
Step 2: Doors
draft guards are your friends. there inexpensive and greatly help keeping the heat where you want it. if your don't want to buy draft guards you can use a rolled up towel. it works almost as good. you just have to re position it after.
some weather stripping can go around the door too not just under it . and don't forget the mostly over looked top of the door that's right heat gets out there too.
Step 3: Windows
don't have thermal windows well there's still ways to keep the heat in. curtains are a good start they keep a good amount of heat in. that's curtains, not blinds or shades.
using caulking cord is an inexpensive way to stop drafts around old windows
not just for doors, weather stripping is good for windows too the advantage is you can still open the window but the caulking cord seals the best.
Step 4: If Your Not Using It Turn It Off
Step 5: Heating Options
natural gas forced air heating
my parents have this its not bad but not great and the air really gets dry to the point where we had to put a humidifier in.
radiator heat usually works off gas or oil and are more efficiency than forced air or electric but have higher maintenance costs.
electric baseboard is small and has relatively low maintenance but are more expensive to run.
electric space heater
electric space heaters are very inefficient unless your heating a small space like one room only. there cheep to buy but expensive to run.
pellet stoves are cool the fule they use is saw dust leftover mainly from manufacturing that is pressed into a pellet no glue no chemicals just sawdust and pressure. when they first came out i was going to buy one but i couldn't afford one.
now they are gaining in popularity so fast that the demand for pellets has gone through the roof
i can get 1 ton of pellets for around $350 ish. not bad but the price for pellets continues to rise so not for me.