Home heating expertise sought (seriously)

This is not spam! I have inherited a century-old 15-room house in Maine. Although the house is now partly heated by wood, my fuel bill will still run to many thousands of dollars.

This is a bad thing.

If you have experience with things like thermal efficiency ratings, window replacement, programmable thermostats, insulating attics, you could really help me out by sharing your knowledge -- especially ROI of various approaches.