Glad you asked.
First, we keep the thermostat low. I try to keep the thermostat at 66, but sometimes we (*cough* Hubby) turn it up to 68. We wear layers in the house - jeans, long socks, slippers (a MUST on hardwood floors), t-shirt, and sweater or sweatshirt. Bedtime means legwarmers, flannel pants, and a bed dressed with several good blankets and flannel sheets. The layers of clothing have to be just a bit loose: enough that body heat can get trapped between your body and the clothing. (Well, except for the socks, of course.) We also keep a couple of throws in the living room, for snuggling under during TV watching. I'm working on a denim and flannel throw, but since the sewing machine needs a tune up, that's a project that's currently on hold.
We replaced our windows in the summer of 2007; the windows we had before that were original to the house, circa 1946. Our current windows are low-e, and I. Love. Them. I also made some draft stoppers for the base of our outside doors. They're just tubes of clearance fleece, filled with beans. We need to replace the weatherstripping around two of the outside doors. That's a cheap fix that will reap benefits.
Lastly, we make lots of soups and stews, bake homemade bread and goodies, and drink hot tea, coffee, and cocoa in the winter. It makes the house smell good and warms us up from the inside.
For future projects, I would really like to divert our dryer vent back into the basement (we have an electric dryer, I've heard one shouldn't try this with a gas dryer) for those rare times that I don't hang laundry to dry. Our home needs humidified in the winter, so I doubt redirecting our dryer will create a humidity problem. I think that it'll actually help.
Another project I'd like to try is to make fleece curtains for our bedroom. Our room is the top floor of the house (it's a dormer room), and gets pretty darn cold. Since no one is up there during the day (and it doesn't need to look pretty) I'm thinking of hanging some clearance fleece (leftovers from my draft stopper project) in front of the windows to further insulate them.
Winter is my very favorite season. There's something about the coziness of our home in winter, all the fuzzy fabrics, the cuddling on the couch to read or sew or watch TV, the warm and aromatic food and drink, that appeals to me. I love looking out my window at our snow-covered yard, unmarred by footprints. I love the winter holidays. I find summer oppressive; all that heat and humidity, the bugs... and let's face it: being fair-skinned doesn't help my phobia of the August sun. So bring on the snow! I'm ready for some hot chocolate!