We just came out of a -20 cold snap; it's been below average cold since the end of Octobrr.
I use "extreme zone heating" via halogen worklamps with the glass removed. Works great, lets me keep the regular lights off too. There's nothing as good as plain ol' radiant heat. Be safe if you consider it.
I'll never forget a few years back when the price of heating oil or natural gas spiked, the TV News interviewed this big dumb oaf in his house as he whined about the cost... while standing there in an undershirt and shorts.