We've had some cold weather this winter, but no more than expected. More than it's been the last few years, if I remember right, though. I've been very much aware of how much each drop in temperature is making this old furnace run and what it's costing me because the price of fuel is up over last year.
I was surprised when my last bill showed such a real response to my heating miserliness. Comparing it to last year's bill and allowing for temperature variances, I was expecting it to be close to $200, but it was only $140.
("Only" irritates me because I lived in a house that cost about $100 to heat in the coldest of winters - below zero temperatures for days at a time. It hasn't been nearly that cold here (below zero only a few times at night only). How I wish for a wood burning stove again!)
Anyway, saving $60 a month makes me happy. Doing all those little things does pay off, so if you've put off checking window and door seals and around foundations, etc., don't put it off any more.
Other things you can do:
Insulate electric receptacles, cover windows during the cold part of the day/night, turn the temperature down at least one degree. Just one degree can make a difference in the cost of heating your home. When you're comfortable with that, turn it down one more notch and save some more.
Wrap up in afghans or blankets when you're not active and keep your feet warm with warm slippers and/or hot water bottles or rice pads heated in the microwave. Even a plastic soft drink bottle, filled with hot water and closed securely, will keep your feet warm.
Wear something on your head. Yes, people might laugh, but you'll be more comfortable than they are because we lose a lot of heat from our heads. Weird creatures, aren't we? :)
Stay warm! But stay frugal.