Stoves tend to work more efficiently than open fires, because about 90% of heat from fires goes...well, straight out of the chimney.
I normally make a cake, because beating it together warms my body up, and eating a warm cake heats me up even more. Hot food is the best; casseroles are brilliant in winter because they don't take a lot of energy to cook and they're really filling and nutritious, not to mention simple to make.
Wearing a scarf around the house helps as well. Sometimes it gets stuck in things, like doors or dinners, but it always warms me up a LOT. Sheer will power helps prevent me turning on the heating much of the time, but going out to shops, the cinema, or even other people's houses helps you ignore the heating button in your house for a little longer. Going on walks, working in the garden and generally being out helps as well, and gives you exercise, which warms you up.
Going to bed earlier is also a great idea. What's really so great on tv that you can't record it? Go to bed even an hour earlier, and you won't use electricity, and with a couple of blankets and a hot water bottle, you won't need central heating either.
My house has Victorian windows (i.e. thin as a supermodel's wrist), so I know what it is like to be cold. But I know how to warm myself up a little as well.
If all else fails, decomposing matter gives off heat, so at worst, go nestle in your compost heap. :)