One of the easiest tricks to keeping a house warm (or cool), is to open and close the blinds in time with the sun. Of course, that's only helpful if you're home all the time to do that. Instructables user FreedomToCreate has made an Arduino powered system that opens and closes the blinds on a schedule, based on room temperature, or outdoor light.
The most expensive parts of the project are an Arduino and an Ethernet shield, but everything else is pretty cheap. It's a bit of a complicated set up, but FreedomToCreate's guide has everything you'll need, as well as the code to put on the Arduino. You'll need to tinker a bit to get it to work with your own blinds. As a cheap, automated system to keep your home's temperature right, it's an interesting project.
Arduino controlled automated blinds with Web UI [Instructables]