If replacing your furnace or boiler is not in your budget at this time, consider improving your systems energy efficiency by installing a programmable thermostat, upgrading ductwork in forced-air systems, and adding zone controls for hot-water systems.
But, if your furnace or boiler is old, worn out, inefficient, or significantly oversized, the simplest solution is to replace it with a modern high-efficiency model. Energy efficiency upgrades and a new high-efficiency heating system can often cut your fuel bills and your furnace's pollution output in half. Look for the ENERGY STAR label. If you live in a colder climate, it usually makes sense to install the highest-efficiency system.