I have an 1900 brick and slate cottage.
We've been here 11 years and I've spent that time improving its heat-retaining properties.
The main one, as you say, is to get rid of any damp. I lowered the level of the soil to make sure it is nowhere near the original damp course. That damp course is a layer of slate set in mortar, between the bricks. I've also repointed from the foundations up to get rid of any patches of soft and absorbent mortar. I've made sure all the gutters and drains are free flowing.
Cheap and quick to do, I added a layer of loft insulation over what was already there. It took me a weekend, bought when on offer at B&Q, definitely worth it.
I've replaced all the exterior doors and windows. Expensive but I knew it needed doing when I bought the house.
I have curtains with thermal linings. One bedroom has curtains with interlining as well. I learned to make them myself, shop bought, they are ludicrously expensive.
I have a log burner that heats the sitting room but the flue warms the two rooms above.
If you have raised wooden floors, then rugs over carpet will help.