Insulating your hot water pipes would be one thing to do that wouldn't cost nearly as much as replacing an under-performing furnace or AC unit. Getting really GOOD windows will probably work wonders too...if what you have isn't up to snuff. Increasing the R-value of your insulation in your attic and walls would help a TON as well. Even the color of your home/roof will make a big difference on the amount of heat that is absorbed/retained. So depending upon whether you have more heating or cooling needs throughout the year, that's something to consider as well.
The other thing? Caulk. My wife and I bought a 100-year old home that had been neglected for a decade prior...so much so that birds and bats had taken up residence in the attic. And I think I probably caused the stock price in certain caulk manufacturers to go up a penny or two on my own those first couple years.
But our heating/cooling bill was cut by over 50% after all our work:
- 63 new energy-efficient windows
- sealing up any cracks and gaps we could find
- new boiler
- new AC unit
- landscaping around the house (raised the level of the ground ~14-16 inches around the entire perimeter of the home
- new, lighter-color roof (less heat absorption in the Summer)
- skylight in my third floor office (natural light vs. artificial, a chance to release heat from the third floor into the air, as heat rises, while cooler air falls)
- installed the handler/distributor (I think that's what you call it?) for the AC unit in the attic. Again, using the fact that cooler air falls to have our home to consume less electricity to cool our home.
- new hot water pipes (insulated) and cold water pipes
I'm sure I'm forgetting a few things. And of course, another GREAT thing you can do is set your temperature control a couple degrees higher in the Summer, and a couple degrees cooler in the Winter.
But if we can cut our energy consumption and heating/cooling bill by more than half, I'm sure you can too. Might take some up-front investment! But think of it more as paying a little more now to save later. Especially since the cost of electricity/natural gas/_________ won't be getting cheaper anytime soon.