To give you an idea of costs:
If you're in the UK, you can often get grants for insulating your loft and walls, so each should cost about £100. You will make that back in savings pretty quickly. I didn't do this, and paid for loft insulation, which cost about £250, which still gives you savings in heating quite rapidly. Basically it's the equivalent of wearing a jumper on a cold day (compared with not wearing one).
You can buy a seal for about £5 to go around doors and windows to plug any gaps. This will stop draughts so that you can keep the warm air in for longer. You can also buy 'window film' which is a clear plastic that you can put over windows to make them like double-glazed windows. This also costs about £5 and covers 2-3 windows.
To buy an electric blanket costs about £20 and it can cost as little as 1p per hour to run.
Of course, there are other suggestions such as closing the curtains when it gets dark, which can also help.
Also in the UK there is the 'green deal' which means that you may be able to make improvements to the house - such as putting in a new boiler - and the cost is covered by the reduction in your energy bills. Your bills themselves won't reduce, but the money you're saving will go to pay back the company which fitted the improvement in the first place. You may need to pay around £100-£150 for a survey though.