This one might seem like a no-brainer, but you'd be surprised by just how much you can save by lowering the temperature on your thermostat. You can use a space heater in the colder months to heat whatever room you're in, but the more you turn down the thermostat, the more you're going to save. Some government agencies estimate that you save around a percent for each degree you turn down.
That's actually pretty incredible, and it's a lot of money, especially if you can resist using the thermostat at all during the winter months and just use a space heater.