Well, I think I will give you the "big picture" answer, because it often takes a lot of little factors to keep a house warm, at least it has in our case! You do not say the age of your house, but ours is 120 years old, and we also have forced air heating. Please forgive me if I make suggestions that you have already tried. One thing would be to check the usual suspects for air leaks--windows, doors, outlets, etc. If windows are leaky and replacing is not feasible at the current time, tighten them up with caulk and then use one of those plastic kits found in a hardware store. There are a variety of ways to control leaks at the bottom of doors. Find the best solution for your particular type of doors, if applicable, by searching on the DIY website, a utility website, or maybe This Old House. It may also be helpful to install a couple ceiling fans and keep them going very low. May seem strange to do in the fall/winter, but it will actually keep the warm air circulating. Check your furnace's filter. This should be replaced once a year, or cleaned if it is one that does not get replaced, and now is the perfect time to take care of that chore. Have a furnace "check-up" too, just to make sure everything is in working order. Our utility company actually gives a $10 credit if we have someone local do this for us, yours may too. Never hurts to check. Speaking of utility company, call and see if they do energy audits. They may well tell you that they have to wait until it gets really cold, but it never hurts to call and get on the list. The report they give you will be helpful in finding out if your home needs extra insulation anywhere, or if there are air leaks in places you may not have thought of. As far as the settings on your thermostat, use the digital setting to your advantage. Program it to turn down automatically half-hour after you leave the house or go to bed (down to perhaps 62) and back up to 68 half-hour before you return or wake. Finally, you get the "hard-nosed" answer everyone in my house gets when they want to crank the thermostat up: "Are you wearing your socks, young lady? Have you put on an extra sweater? Have you had something warm to drink? Good! That means you need to get up and get something done. If your chores are done, then do 20 jumping jacks! Then you won't be cold anymore!" Good luck staying warm! P.S. A couple winters ago, we had a window so leaky that we amused ourselves watching the wind blow the plastic wrapping in and out. We were lucky enough to have it replaced last year :)

Sweet BearMama pretty well knocked this one out of the park, but I'll leave you with one more thing. (a question, really) Is your thermostat in an area that has more registers, or is more insulated than the rest of the house? (For example, if it is located at the end of the hallway, and some doors are closed, the hallway will stay at 70 degrees longer than, say, the living room with all of the windows and doors letting in cold outside air.) The living room can drop 5 degrees, while the hallway stays at 70 (thus not cycling the furnace until the hallway cools down). Try opening all of the registers, and leaving interior doors open to keep air cirulating through the house. ;)

In addition to the great advice you got above, I'd add that you should check to make sure that the thermostat isn't itself near a heat source. The individual with whom I share a house decided to do some furniture rearranging recently. I'm upstairs, freezing my butt off and wondering what's wrong. I go downstairs. Yep. House is cold. How can that be? My trusty programmable thermo has never failed me. I go to check it out and it's registering 70 degrees. And it was correct, since it was being bathed in the radiant warmth from the bulb, in the lamp, on the table that said housemate had decided to place directly below the thermostat. ;)

Set it to 80, all day, everyday. HA!

SET IT FOR 80 DEGREES AFTER IT REACHES 80, TURN IT DOWN 5 DEGREES AFTER 2 HOURS, THEN DOWN TO 70 DEGREES AND LEAVE IT THERE ALWAYS, WHETHER YOUR THERE OR NOT.