We have a natural gas whole-house furnace and a woodstove. I'm strategic, DH is not, though he is (mostly) tolerant of my quirks sensibly frugal behavior.
We had one room added on to our house (a "sunroom," I guess) this past year. It is separately zoned; everything else is connected. The addition has a big "whole house" fan, otherwise, our fanning options are limited.
I program our thermostat almost every day, thinking about DH's schedule and when he will/won't be home (I am more predictable, though I do incorporate my own as well), as if he notices I have set it to 52 he will bump it up and keep it on "hold," but if it goes down to 52 when he is out, he doesn't care. I set it to 52 when we are out or sleeping, but we do use heated mattress pads to warm the bed up before we get in it, and have good down comforters to hold our body heat. When we are home and awake it is usually at 64, though DH has been grumping about being cold and we have sometimes had it up as high as 68, recently.
We haven't been using the woodstove, as we are out of wood, and the only wood available at this point in the year isn't cheap. I'm a little edgy about this, as it would be our backup source if we lost power, but there it is (if we did have wood, DH would keep a roaring fire going all day, which would be both nice and expensive).
I close the vent in the spare bedroom and keep the door closed, and also the vent in DS's bedroom (which is under his bed anyway), as he uses it for little but sleeping, usually falls asleep in our bed (and I then move him to his own), and like us, has a good down comforter. He likes to take a long bath every night, and we leave the warm water in the tub until it has cooled down, to take advantage of its heat.
I occasionally think that we should go to bed earlier to make better use of the natural heat/light of the day, especially when it is so cold, but rarely do.
We haven't had much opportunity to use the whole-house fan, but the few days we did have highs above 60, I used it to suck the warm air into the house. Very nice. We'll make more use of it as we get into spring (and summer, and fall), and it's on a programmable switch, which I think will come in handy.