Set up a generator outside to restore power to your electric heating system or a space heater. Be sure to set the generator up in an open area away from windows and vents to prevent carbon monoxide poisoning.
Use a kerosene heater. Preferably, use a vented kerosene heater with an external fuel tank. Otherwise, set up the heater in a well-ventilated area.
Light a fire in your fireplace or wood stove if you have one. Since these options aren't portable, everyone in the home will have to stay in the room the fireplace or stove is in, but it will heat one room sufficiently. Some fireplaces have catalytic converters that can heat a home efficiently in an emergency. Be sure that the damper is open and don't burn anything but wood.