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No matter how many space heaters you have or how hot your radiator is running, if your home isn't properly insulated you are in for a long winter. The first place you should star with are your doors and windows.
Weatherstripping Windows and Doors [Lowes]
Weatherstripping Your Home [Department of Energy]
Installing Door Weatherstripping (video) [Expert Village]
Weatherstripping a Window [Ace Hardware]

The mid-west is seeing it's first big freeze of the winter and there is no doubt this will set the foundation for "ice dams" on many homes. An ice dam is created when snow accumulates on the roof and is then melted by the sun and radiant heat from the house. The water then collects on the overhang which is cooler than the roof and freezes. This buildup backs up the melted water which has no place to drain and therefore can find ways into your home. The blocks of ice that form can damage eaves and gutters from their weight and also be a health hazard as they fall off the house.
The key in preventing ice dams is to keep your roof the same temperature as the eaves. This Old House has some great suggestions of how to achieve this which start with increasing ventilation, adding insulation, and sealing off every possible air leak that might warm the underside of the roof
Here are some suggestions for preventing ice dams from forming as well as what to do if they've already built-up on your roof.
Garden Hose Ice-Dam Breaker
T2 Eave Panel [Thermal Technologies]
Cure for an Ice Dam? Try Pantyhose [This Old House]
Ice Dam Melt Sock (video)

Steam Radiators require proper maintenance to keep them running efficiently and silently. There are a lot of opinions out there for what to do when the gurgling and clanging starts and Fixer-Upper has pulled together a nice list to help you keep your steam radiator in top shape and looking great.