Having a gas stove helped somewhat during the four days we were without power after Sandy. I kept two big pots of water boiling all the time, refilling as needed. This humidified the air, making it feel warmer, and kept the house in the 60s at least when it was 30s outside. Not sure how great that would work if it's 0°F outside.
The best longer term solution is better insulation, which reduces heating and cooling bills anyway. Our house naturally holds 15° to 20° F above the outdoor temperature. So we really don't need heat until it gets into the high 40s/low 50s. I'd like to increase that delta to 40 degrees or more if possible so we don't need heat until it gets under about 30. Problem is retrofitting a 1950s house with better insulation is problematic. The new windows we got in 1994 helped a lot but we still lose quite a bit through the walls. I would imagine today's windows would do even better.
EDIT: Boredom is as much a problem as keeping warm when the power is out. We use electricity in literally every facet of our lives. I was bored out of my mind during those four days. In fact, since I know I can get surplus batteries really cheap, like for $100 or less per kW-hr, online, I might look into getting an inverter and having a whole house battery backup. That will let me keep the central heat on, although I would need a huge battery bank to keep the AC going in the summers for any length of time. Climate control is really the single biggest use of energy anyway. Everything else we need probably uses well under 1 kW, with the fridge being the biggest user at maybe 50 kW-hr/month. I noticed on days when we need no heating or cooling our base power use is around 8 or 9 kW-hr per day. I could probably cut that to under 5 in an emergency. 20 kW-hrs of batteries would be good for up to 4 days then. I don't think we've ever had the power out longer than that. With solar panels and battery back up it should be possible to ride through power outages of any length.
