The most important thing you can do to is to have regular maintenance performed on your system by a professional.
Some things you can do yourself are to change the air filter regularly. If you are not sure when it was changed last, go ahead and change it now. Also make sure all your air vents and registers are open and free of obstruction. Proper air-flow is essential for proper operation.
Most newer furnaces have a PVC exhaust pipe that exits the home through the side wall or the roof. You should make sure that snow and ice are cleared away from this pipe and watch for ice build-up due to freezing condensation.
Also, if you turn your thermostat down when you leave for work or you have a programmable thermostat you might consider changing how low you set the thermostat. You want to avoid large temperature setbacks on your thermostat to reduce recovery time. If the temperature in the home gets too low, the furnace has to work a lot harder to bring it back to the desired temperature when you arrive home. If your thermostat operates on battery power you should replace the batteries now to prevent any concerns with weak or dead batteries.
You may also consider small portable heaters in some areas of the home to increase the comfort level in that area without having to overwork your furnace.
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