While you're at it, make sure that all hot air registers are open and unobstructed. That antique cabinet from your grandma looks nice, but it isn't good for the cabinet or for your heating system if it is sitting on top of a hot air register. Likewise, make sure the cold air returns are open and accessible.
If you are feeling ambitious, check accessible ductwork for leaks and seal them with duct mastic (a special paste available from a heating contractor or heating supply store). If ducts located in an unheated space are not insulated, you may want to add insulation to them. Use foil faced fiberglass with the foil facing out or use insulation made specifically for ducts. Secure the insulation with contractor grade duct tape.
While you are dealing with your furnace, it's a good time to install a carbon monoxide detector in your home. These are easy to install and look like a smoke detector. In the event of a malfunction in any of your gas appliances, the detector will warn you of the hazard. Be sure to replace the batteries each year or more often if suggested by the manufacturer.
For more free information on helping your heating system run more efficiently, contact the MSU Extension Housing and Environmental Health Program at (406) 994-3451. To download free energy brochures, go to http://www.weatherization.org/energytopics.htm
Contact: Luke Elliott, MSU Extension Weatherization Program manager (406) 994-7397, firstname.lastname@example.org; Mike Vogel, MSU Extension Housing and Environmental Health Specialist (406) 994-3451, email@example.com