The American mega furnace is an enemy.

American furnaces are typically over-sized to prevent complaints from home owners to the builder, if the house does not get warm real quick or it is a very very cold day. the trouble is a very big furnace uses a lot more gas when it starts up .  The furnace should be seen as an enemy to fight at every angle to prevent it from turning on.  try using 1 or 2 electric heaters to take the chill off and turn off the thermostat on your furnace!