As has been said above check the windows. Get double glazing if you can.
Use a draught excluder if needs be.
We used to have windows that let in rain if the wind was blowing in a certain direction. We noticed a significant change when we replaced them. We got replacement sash and case wooden ones from a local firm, not any of the nationwide chains whose reps didn't seem to grasp our councils requirements for listed buildings or conservation areas ( ie no upvc, no fixed units on upper floors etc)
Get heavy curtains and use liners. Check the curtains meet in the middle and are a bit wider than the windows.
I've heard of people pinning cheap fleece blankets onto the back of curtains to use as liners.
Check loft insulation. Check the loft hatch fits.
We replaced our old boiler, it was on its last legs. Have really noticed a difference in how hot the radiators get now but the timer and temerature controls are much more efficient. We did get a small grant towards putting in a condensing boiler.
Fill in any gaps between floorboards. If possible get thick underlay and carpets.
Check around windows and skirting for gaps and fill in with decorators caulk.
Door curtain over front door. Draught excluder along bottom of door.
We use chimney sheep when our open fires are not in use. Much easier to use than chimney balloons.
www.chimneysheep.co.uk