You could also paint your rooms colours from the warm end of the spectrum. A soft yellow, or a warm hint of pink can trick you into feeling that a room is a couple of degrees warmer than it actually is.
I would avoid painting main rooms blue, although this is a lovely colour for bedrooms. It's also a daft colour to paint a bathroom: the place where you are naked & wet! Whist pink or peach bathrooms arn't for everyone, a soft cream can be just as good. Our bathroom is 'dove grey' with yellow towels and curtains & it always looks like the Sun is shining even on a grotty day. Really lifts your spirits.

To see how a colour will look in your room;
take one side off a grocery box,
buy just a tester pot size and paint the three remaining inner sides,
stand it in your room, facing the window so the light can bounce around,
look at it at several times of day and in various weather/light condtions
Then, if you like it, decorate the room that colour.
Remember however, that things like carpets & accessories can have their own affect, but it's a much more accurate way of trying a colour than the silly patches people try and much cheaper & less hassle than repainting the whole room several times.
An other way to feel cosy is to have lots of soft furnishings in a room. Put a throw on your sofa & pile up several scatter cushions, or put a rug in front of the fire, or at the side of your bed.
Line all your curtains. If your curtain rails will take the weight, then old blankets from a charity shop are great. If you curtain rails arn't up to that weight, then used sheets, which will help quite a bit.
Always draw all curtains at dusk, and make sure they are behind any radiators. Better still, move radiators away from outside (& therefore window!) walls. Your rads are heating the masonery of your home so it seems silly to heat the outside bit. If you're stuck with the position of the rads, put tin foil on the wall behind them.
MW