Warm yourself first
It's easier to change your body temperature than room temperature, not to mention more eco-friendly. Instead of turning up the heat, put on another layer of clothing.
Wear a hat
If you're otherwise clothed, you'll lose heat from any surface that's exposed. So put on your hat, even if you're inside.
Start composting
If you're already interested in composting, here's another reason to do it: The microbial breakdown of organic material produces heat. Some people use it to warm up showers and greenhouses, but even small-timers in studio apartments can feel a difference.
Layer your covers with the thinnest, densest ones on top
It's intuitive, but fluffy blankets should be closer to your skin. Thin, dense blankets should be on top to prevent convective heat loss. Also, don't put your bed directly against an exterior wall. You'll be warmer if you leave a little space.