Change or clean your furnace filter. If you can find a cleanable filter, it will make more economic sense to buy it rather than buying disposables. This of course depends upon how long the "permanent," cleanable filter will last. Handle it with care, and it should amortize itself and make up for the cost of money (inflation) then start saving you money. It's an investment. Something else to consider is that you can often tap off and then gently vacuum disposable filters.
Let the Sunshine In
If you have windows that get direct sunlight in the winter months, open your blinds and drapes to let that sun heat your building while it's shining in. The only issue here is fading. If you have some furniture, carpets, or art you really don't want to fade at all, put it somewhere else. Artwork can be protected by special glass too. Check online or with art dealers about that.
Fireplaces Heat or Cool?
A fireplace draws air to burn. The air comes from leaks around windows and doors and the like. The fire though throws heat back into the room. Whole houses can be heated with wood-burning stoves and furnaces. The most modern versions can require only a tiny amount of wood. Of course, smoke and carbon releasing still remain issues here. However, burning oil or coal or natural gas or using electricity from coal-fired plants all also increase carbon and other pollutants in the atmosphere.
Humidifiers do not make a house feel colder. Humidity actually makes one feel a little warmer than otherwise, all other things being equal. Too much humidity though does make one feel too damp. It can also cause major mold and mildew problems. Therefore, you find the proper balance.
People living in extremely humid locations don't need humidifiers.
A cheap humidifier that acts as a source of heat at the same time is a pot of water steaming on the stove. Of course, you must be vigilant. Once the water has evaporated, you'll have some burning of the sediment, etc. Set a timer or an alarm on your computer appointment software to remind you to turn off the stove or to add water. It's just like cooking only more constant.
It doesn't take much heat to add humidity to the air.
It is a good idea to check the weather-stripping around windows and doors. If you close a piece of paper in the door and can pull it out without ripping it, the weather-stripping is not making a tight enough seal. Bear in mind that wooden doors swell as the humidity rises. They might leak air during dry spells.