There are four basic things that can be done to reduce energy directly at your heating boiler, furnace or wood burner. You can assess your equipment situation. Maybe it is time to just do an upgrade to a high energy efficient version. You can check fuel-to-air ratio and flame efficiency by measuring combustion byproducts. You can upgrade your combustion air path. A fouled heat exchanger can be cleaned. And numerous other tips and tricks will be discussed here.
For heating, you need to use some kind of energy. Contemporary energy choices are combustion energy, electrical energy, geothermal energy or other alternative energy sources. I'll discuss combustion options in this article. Other options will be discussed separately. For combustion, the needed heat can be generated by energy from fossil fuels, or energy from combustible hydrocarbons. Those specifically listed here are the most common energy sources in residential heating systems.
In the case of fossil fuels such as fuel oil, kerosene, natural gas and propane, the commodity is piped to a burner. There, it is combined with combustion air. An ignition source is introduced and you have combustion. This releases the stored chemical energy along with a bunch of nasty combustion by-products. The heat we want, the byproducts we do not want.
I want to mention coal too as it is still an important fossil fuel. However, it is no longer widely used in residential heating. For residential use in the US, it is a relic of the past. Coal is still in generous supply and is mostly used by utilities to feed large steam boilers that turn turbine generators. As I write this (and you read this), we are likely using electricity that is at least partially created with coal.