1. Warm clothing. Lots of layers. Long underwear is your friend. Thick socks, nice gloves (I just got a pair that are wool with a polar fleece lining...I hate the feel of wool so this was necessary), always a hat. Just don't wear so much that you get sweaty.
2. A warm bed: Piles of blankets are your friends. So are flannel sheets. I have a bag of grain that can be microwaved and when it's really cold I'll heat it up, stick it under the covers while I brush my teeth, then hop into bed with it. An electric blanket or hot water bottle (or a pet or other person!) in your bed would probably do the same thing. This is especially important because we turn our heat down a lot at night (hooray for programmable thermostats, which enable us to do this and have the heat click on just before we get up).
3. Seal drafts. Since I rent, I can't do anything permanent, but we've used plastic over windows, duct tape around wall sockets, storm doors, etc. Just don't do anything that will make it impossible for you got get out in a fire.
4. Eat and drink hot (temperature and spice) things. My latest favorite is hot cocoa with cinnamon and a dash of cayenne pepper.
5. Stay inside as much as you can. Or go to someplace warm. Apparently one of my school's gyms has a sauna I kind of want to check out. The law library is also well-heated...convenient, since I'm here a lot.