A Challenge!

OK everyone! I have a challenge for you guys and am looking for some advice - what are your favorite / best ways to to save money for the winter (and anytime!)... I've been reading some financial books and hope to have a really good budget in place by January! New year, new plan! Do you get really good deals at certain stores? Do you think BJ's / Costco have really good deals? Do you have any tips or tricks to save money? And lastly is my challenge - how long can you go without turning on the heat?