bit of a general question this - how much do you want to spend? Are you talking internally or externally?
Start with door insulation strips on draughty doors.
Carpets instead of floorboards or tiles/lino
double glazing (have we spent up yet?)
loft insulation
cavity wall insulation (assuming your house is a fairly modern one with a brick layer and inner breeze block layer)
damp protection systems (for external protection)
hope all this helps - please be more specific if i haven't answered your question