Some really good things are to use that plastic wrap that covers the windows and for added effect enforce with some duct tape or other. This reduced some major drafts coming into my house dramatically! In places where it may be unsitely caulk around the windows as much as possible. Go to hardware store and get some foam to tape under windows so when you close them you get a tight seal.
Utilize dryer heat as much as possible if equiptted with an electric dryer(gas is unsafe.)
Being that oil is unrealistically expensive, your gas or oil burner should be tuned up before the season starts and all hot pipes should be insulated and taped with duct tape. With my oil burner I used high heat paint and painted most of the heat pipes coming off of the heater and THaT seemed to reduce the oil consumption.
This I have knowledge in(from school)but my shower heat was pathetic(tankless oil heater) so I drained all the water out (black and Icky) and cut the pipes going thru the potable hot water coil and backflushed it with CLR and a air compressor. This was some work but definately worth the time and effort because much junk came out and now I get great showers at a very low boiler temp. and then put CLR in system and ran it thru the house pipes for a while, drain and refill. THis has DRAMATICALLY reduced oil consumption, one other thing to do is take the covers off the boiler and you will see the blast tubes, get a wire brush for a drill and some extensions to equal length of tubes and get those cleaned out, soot, white buildup etc. this will allow the heat to better transfer to your water. There is one other idea I thought of but have not tried is to put bricks or something in where the water for heat pipes is to reduce the amount of water that needs to be heated (theory being,, just like boiling small amount of water takes less time and less energy to accomplish. My thinking is that 14 years ago when my heater was put in oil consumption and cost was not a big issue, not today. good luck,,, I did this and was able to turn my boiler down to 140-120 high and low limit and acheive the same if not better results.