A plugged filter restricts air flow. This blocks the heat from being distributed to your house. Besides wasting energy it can dramatically shorten the life of your furnace.
Loose belts can increase furnace run time. Replace frayed or cracked belts. Two or three drops of oil in the motor will keep it running smoothly. Newer style furnaces require no lubrication because they are sealed. Also, some blowers are direct drive and do not have a fan belt. On boilers, most newer style pumps are sealed and do not require lubrication. On pumps that require oil follow the
On newer style furnaces, the furnace has a door switch, if the door is not in place it will prevent the furnace from running. Do not tape or otherwise keep the door switch pushed in. If the door to the fan compartment is open, combustion byproducts including carbon monoxide can be drawn from the burner area into the warm air circulated through your home.
Have you put an area rug over a vent or placed furniture in front of a register? This can prevent the warm air from circulating and will increase energy costs. On a baseboard hot water system, make sure that nothing prevents the air from entering at the base of the baseboard radiation. Also, make certain that the louver is open to allow the air to flow freely.
Make sure they're clear of obstructions and in good condition from the furnace to the roof cap. If you have high efficiency furnace with pvc pipes its important to remember to keep snow from building up around the pipes. A furnace will fail if the pipes become blocked by snow.
Furnace rooms or closets should have door louvers or vents or a duct directly to the outside to provide sufficient combustion air.
Boxes, clothes, paints, aerosols, gasoline, motorized yard tools, and any other flammable products should not be stored near the furnace or water heater.