Keep heat from escaping by sealing up gaps or leaks around your home. Caulk windows and apply weather strips to doors, you can get weatherstrips from most high-street DIY stores. At its most basic, draught-proofing is filling the gaps in a building, where heat escapes and cold air enters.
Some people turn up the heating to counteract cold draughts; this warms your home but escaped heating costs you and emits CO2 emission unnecessarily. A properly draught-proofed and insulated house helps reduce your energy demands and CO2 emissions as well as saving on bills.