If your home is leaking energy it can end up costing you more to heat your home. Your local hardware stores, building supply stores etc, carry a vast selection of caulks, sealants and weatherstripping that can help you fill in those leaky gaps where heat escapes.
Check your attic for holes around recessed lighting, electrical wiring and chimney chases.
In your basement, look for gaps around duct work and plumbing pipes.
On all other levels in your home check window and door frames, as well as electrical outlets and switches. By sealing air leaks and adding adequate insulation you can save approx 20% on your heating and cooling costs.
As a side note one item I have installed behind every wall switch and outlet plate cover in my home is a foam gasket which is relatively cheap and can be purchased at local hardware and building supply stores. As a result I have no cold air radiating through my wall outlets and wall switches which might have conduit coming down from the cold (winter) attic above. Great investment.