From a heating* perspective, first thing to start with is drafts. Chimney balloon** are cheap and effective, and plug a massive hole that is designed to suck out hot air! Then on a windy day, get some joss sticks and light a couple, and wander round the house pointing them at every nook and cranny you can find. This will help identify drafts. Then plug the holes. Simples.
Curtains (heavy winter lined ones) are great, cheap (ish), easy to install with little upheaval, and you can take them with you if you move.
Lighting is worth it, if you have old incandescent bulbs. Just replace then all (well ones that get used) with the cheapest low energy CFL’s you can find.
If you have cold floors, and you want a cheap fix, buy some rugs / carpet offcuts. Layer them up if you want super comfort.
*likely to be 50% or more of gas bill.
** I take my chimney balloon out in spring, and re-install in autumn. That way give the chimney time to dry out, if there is any damp, and also vents the house during the summer months.