1. If you have an attic, make sure it is air-sealed and insulated to an R-30 value at the very least.
2. Caulk around EVERY window in your house. The windows are, themselves, sources of energy loss due to radiation/conduction because of the materials they are made with, but, the most serious issue is improper air-sealing and insulation around them. Normally, there are huge insulation voids on the sides, top, and under windows in each wall on homes over 30 years old.
3. If you have an unfinished basement, air-seal and insulate the sill plate between the floor beams. Use caulk and either fiberglass batt or 2" foam board. You can do the same in a crawlspace, but you HAVE to lay down a vapor barrier (2 mm. polyurethane sheets) so moisture doesn't build up and cause the floor beams to rot.
If you have any questions, post 'em in here. I'll answer what I can, but, if your heating bill is over $100-150/mo., there's something wrong with your home.