Use your heating controls to regulate how much heat you use. Not only turn your room thermostat down by one degree, but if you have thermostatic radiator valves, turn them down in rooms you aren't using.
Don't open a window to cool down - turn down the heating instead. And if you are cold, put on an extra layer before turning the heating up.
Draughts can get in through floorboards and skirting boards. Fill the gaps with newpaper, beading or sealant.
Block off open chimneys when not in use