Turning down the thermostat on the heater in order to save money can be effective, but it can also leave you cold, literally. There is a point where you simply need the heater on to achieve a livable temperature in your home. If you can't lower the thermostat any more, you have a few other ways to save while keeping yourself cozy.
Use the Central Heater for Baseline Warmth and Space Heaters for Immediate Warmth
Rather than using an energy-hog central heater to try and heat every room, including ones that aren't occupied, use the central heater as sort of a baseline heater. Keep it at a minimum temperature so that no part of the house gets colder than that temperature, and then use space heaters in occupied rooms. Oil-filled radiator types are very quiet and effective, and some models have economy settings that keep the room warm without becoming too hot to touch. Look specifically for models and brands that the manufacturers say are safe to use while you're asleep. Those do exist.
Space heaters use much less power than a central heater does when set to the same temperature. Keep in mind that with the central heater set to a minimum temperature that is cold but not very cold, it won't go on as much and won't require that much power. The lower-power space heaters then provide the main source of heat.
Remember Your Feet
People can forget the oddest things when seasons change. One of these is slippers -- many will wear the same pair or style all year round. In winter and early spring, when it's cold, using the same slippers you used in summer makes your feet colder, and thus you may feel colder.
Instead, switch to bootie-style or loafer-style slippers that cover your toes and that have a snug wool or fake-fur interior. Having warm feet is surprisingly conducive to making the rest of you feel warmer, even if the temperature in the room is the same in both situations. That means you don't have to turn the heater up as much to achieve the same effect.
Change the Ceiling Fan Direction
Remember to switch your ceiling fan direction so the blades rotate clockwise. That allows the fan to move warm air around the room, eliminating cold spots. That too can help make the room seem warmer without requiring a jump in the thermostat.
Combining these strategies can help lower your bill. So can maintaining your central heater well, so contact a heating repair company for an annual inspection.