Fireplaces might seem like energy savers, and they can be. But you should remember to close your fireplace when you're not using it. If it stays open all of the time, then you just have one giant air vent in the middle of your home, letting all of your warm air seep out. Most fireplaces have gates, but if yours doesn't, then it might be time to invest in one.
You want to make sure that the gate closes pretty securely, as well, so that you can cut down on as much air escaping as possible when you're not using your fireplace.