Plug any air gaps visible from inside or outside of the house. Look for spaces around windows and doors where you can see light coming through. Check foundation masonry for cracks, and look for gaps that lead from interior living space to the attic or basement. Use caulk to fill smaller gaps and expanding foam for wider ones.
Inspect weather stripping on exterior doors. If there are signs of wear on surface seals or sweeps that run along bottom of the door.
Replace any single-pane windows with insulated windows that have an efficiency rating of at least R-3. If you cannot install new windows, install removable storm windows for use during winter months.
Install or add new insulation in the attic and crawl space. Use insulation with a minimum of R-38 efficiency value.
Keep your fireplace or wood stove damper closed when not in use, or install a new one if the there is no damper or damage to the existing one.