but if they let air in try the plastic for windows. Example here
http://www.amazon.com/3M-Company-2141-Indoor-Insulation/dp/B00002NCJI . Insulated curtains for sure. I have a couple of the econo heaters and they have worked wonders. If you use a couple rooms more than others then put the heaters there.
A regular ceramic heater will warm up a bathroom pretty quickly for showers. The electric isn't too bad when used for a short amount of time.
Make sure you close off the fireplace really good since you can't use it.
Find out what direction your windows face. Your should open any window curtains that face south when the sun is shining. Keep north facing windows covered with the insulated curtains. Same goes for east in the morning, west in the afternoon. Passive solar really can make a difference.
Keep lots of soft warm snuggly blankets in rooms you use most. Wrapping up in a warm snuggly blanket while watching tv can be a treat.
Layers and more layers when you clothe yourself. Get some sweatpants and shirts to wear over thermals pants and shirts. find the softest most comfy ones you can. If they are soft and warm you will want to wear them and hate dressing in regular clothes. You are home so be comfy.
Shut the doors to rooms you do not use much. Bedrooms can remain cooler if you only sleep in them. Lots of layers of blankets at night and a cool room can be great for sleeping. Covering your head will also make you warmer. I get cold easy so an extra pillow is usually over my head. (Ok so I am a bit weird but it works.) Keeps me warm and blocks all light. There is a reason they wore sleeping caps in the old days. A cooler bedroom is also healthier according to my doctor.
Open the bathroom door as fast as possible after taking a shower or bath or leave it open the whole time if possible.. Humidity is your friend in the winter. Do not use the kitchen vent when boiling water while cooking for the same reason.
If your house is empty part of the day it is worth getting a programmable thermostat. Set it lower at night while sleeping and while you are gone and higher when you are at home. The cost of the thermostat will pay for itself fast.
Do not forget that all states offer help with heating bills. If you are not sure if you qualify apply anyway. All they can say is no you earn to much. Way too many people that qualify for home fuel heating help never apply and lose out. Many other people do donate to the fund because they want those that need the help to get it.
All this advice from a person living in a hundred plus year house that is getting insulated one room at a time and hates, really hates being cold. Two more rooms and we will finally stop cooling and heating the outdoors.
Edited to add- See if you can find a coop for your heating oil that will let you lock in your price early. We have one we belong too. In July they send around the contracts. We locked in at 2.29 a gallon for our highest price this winter. If it is cheaper they charge us less but they can not charge more. We are on automatic delivery but we also have a wood/coal burning furnace that we use when it gets really cold. The lock in price has been pretty good and we never run out of oil. They do not charge us for using less.