We looked into this with our place (A victorian terrace).

There are 4 things you can do.

1. EXTERNAL INSULATION.
The external insulation as shown above. Only problem with this is that it sticks out from the front of the house (so if you are a terrace it can look horrible. Remember Bradstone wall cladding? And it's expensive.

2. DRY LINING.
You can dry line the internal walls with batons and insulation inbetween. Lambswool insulation is good as it is breathable and eco friendly (and is as good as, if not more efficient than glass fibre insulation). You could also use a silver foil insulation which has many sheets of foil stuck together. It's thin and has a high insulation factor. Over the top of the batons you can enhance whatever insulation you use by using insulated plaster board. You will have to leave an air gap between the insulation and the wall if you use a non breathable material to stop condensation.

If you have original features like coving, architrave etc, this obviously isn't an option (although you can get coving made to any design, the company I used for my coving do this, I found them on ebay, they were REALLY excellent).

3. THINSULITE.
This has limited effect, but I used it on my place. There is a material you can put in paint called thinsulite. It's basically lots of small insulating beads that make the paint feel slightly rough. After we painted a section of the wall with it and touched it with our bare hand we noticed a difference between the coated and uncoated sections of the wall. Not huge, but it was definitely warmer.

4. WATERPROOF PAINT BARE BRICK.
If you have bare brick walls, paint them on the outside with a clear water repellant or water with pva glue mixed in with it. When walls get wet and wind blows on them it acts a bit like a fridge. If you can limit how wet the wall gets the wall will stay warmer.

It's worth checking the insulation in your loft. In mine it's about 2 foot thick and is made from recycled plastic bottles so it's non itchy. I also used the silver foil insulation on the rafters. It made a MASSIVE difference.

Don't forget the floor. You still lose heat through it, especially with bare floorboards. We lifted all the floor boards and insulated under them on the ground floor with the silver foil insulation. It took a weekend (the main with was lifting the floor boards and replacing the ones which were too old to reuse. We have yet to to do this in the hallway and the difference between the living room and hall is incredible.

We have installed a wood burning stove. I recommend it. It really gets the room warm and you get ash for your garden. You will have to get a model for a smoke control area though.

Keep warm!