I've just done the sums and found that it's costing you about 21p per hour to heat your home. That's roughly the same as the cost of running a single 2kW fan heater continuously, so it actually appears quite cheap to me.
You need to carefully consider what you're heating, and when you're heating it. For example, it's crazy to heat bedrooms all day long if they're only used for sleeping in. Indeed, heating a bedroom which is
only used for sleeping in (and not, say, also used as a play room or study) is completely pointless anyway; just get a warmer duvet!
Are you heating unused rooms, such as a spare bedroom? If so, turn the heating off there. And why are you leaving the heating on continuously? Set it to go off one hour before you go to bed and to come on one hour before you get up.
Also don't trust thermostats. Just because the setting reads '20C' it doesn't mean that that's what your room is actually being heated to. Check with a decent thermometer and, if you find that the room temperature is actually 21C or 22C, turn the thermostat down and put another sweater on.
Remember though, that this March has been the coldest since 1962. Almost everyone will have high heating bills. Also keep in mind the recent spikes in wholesale gas prices:
http://www.guardian.co.uk/business/2013/mar/22/uk-gas-price-record-high
Chris