Wear more clothing. Adding layers of clothes to your body naturally makes you feel warmer. If the base layer of your clothes is thermal clothing, that increases the effectiveness of the heat.
Start a fire if you have a fireplace and logs. Naturally, fire is warm, so starting a fire is a quick way to make heat without much extra cost.
Make hot chocolate or tea to drink. What you put into your body can have a significant impact on how you feel; consuming warm drinks will warm you up.
Close off all paths where heat can escape. For example, closing all the doors when you are not using a room and shoving a towel in the crack of the door prevents heat from escaping, keeping your room warmer.