Your first priority should be outside yard work. Clean up leaves and consider composting. Now is an excellent time to power-wash sidewalks and decks. Make sure that grills are covered or brought into the garage for winter. You should inspect the outside of all windows and check the glazing. if it is cracked or missing time to reglaze those windows and put in storms. TIP: Put your screen in plastic bags (after you clean them) and they will be ready to use when warm weather arrives.
Inspect the outside of your home for any openings near the junction of the walls and foundation and caulk as appropriate. Check any locations where sidewalks may be next to foundations and check for cracks. If they are there use a caulk made for concrete and caulk them. This will prevent water from seeping into the foundation wall and freezing causing damage. Clean gutters and make sure downspouts are well attached. Check around water spigots for air leaks and caulk. If you do not have an "anti freeze' design spigot be sure to put a cover over the spigot for the winter. Check doors and make sure they have proper insulation and weather stripping.
REMEMBER the weatherization and energy efficiency tax credit end this year so now is the time to insulate!
INSIDE: Change your furnace filters and have a annual inspection and tune up. Inspect your ductwork . Ductwork is a MAJOR source of heat loss. All joints should be taped with foil back tape , not ductape! Insulate your ductwork. This is one of the best low cost ways to improve efficiency. properly insulated ductwork can save hundreds on your heat bill. Consider install dampers in the ductwork if you have an old system and some rooms are colder than others. You may want to ask you HVAC technician if you have adequate cold air returns. A properly balanced system is more efficient. Insulate your water pipes with the foam pipe insulation and make sure you have an insulation cover blanket for your Water heater. If you water heater is several years old it may be time to replace it and take advantage of that energy credit. Check the inside of your basement foundation for air leaks and insulate as necessary. Check to see if your local utility offers a energy audit. If you do not have a programmable thermostat now is time to upgrade!
Appliances: make sure all appliances are in good working order and if they are older and not energy star rated take advantage of that tax credit and buy them now. Now is also a good time to pick up salt for winter and make sure your shovel is ready or if you are lucky enough to own a snowblower , perform the annual checklist.
Attic: Inspect your attic insulation and go on line for tables to tell you how much insulation you need for your area. Inspect areas where chimneys enter the house for leaks.
Performing a fall checklist like the above can save you a lot of money on your heating bill, maybe enough enough to buy that wallpaper you've been wanting!