Japan might be an advanced, industrialized nation but if you think that central heating exists then you're kidding yourself. It's cold outside and it can get just as cold inside if you don't take the proper measures. Here's a guide for those of you who want to stay warm!
Insulate your place! At home stores and 100 yen shops you can find cheap insulation strips. Place these in your window cracks so that you don't have any breezes coming in. You can also close the storm windows (if you have them) or use bubble wrap to wrap your windows as further protection from the cold.
The kotatsu is your friend. These are short tables that have a heater underneath and a removable top. Put a large, square blanket in between the table and the tabletop then turn it on! Your legs will stay toasty while you watch TV. Generally, it is not recommended that you use your laptop on the table but if you don't have it turned up really high and can't feel the heat on the top of the table then you should be okay. Don't sleep under it.
If you're lucky enough to have a large air-conditioning unit then it probably gives out heat as well. Look up the kanji for 'heat' and wait until it shows up on your panel. It will take a few minutes to warm up (no, it's not broken!) and then the heat will start to flow. Generally, the Japanese keep the heat confined to one room.
Get out the kerosene heater. Sure, it stinks but it's cheap and warm. Be sure it crack the window every so often before the fumes get to you. Don't use old kerosene because it will give off dangerous fumes. Also, fill your heater outside so you don't spill kerosene in your house.
Hit the hot springs! These places are generally cheap (400 yen for residents) and you can stay in those hot, hot pools for as long as you like. A lot of them have saunas as well, which does wonders for (temporarily) banishing the cold.
Showering can turn into some kind of torture in the cold mornings. I have insulated my shower door and put up a rack of hooks. This way, I put up the clothes I will wear tomorrow on the hooks (away from the water's spray) so that the heat from the shower will warm them up and I won't have to put on freezing clothes. You can also purchase a small electric heater (1000-2000 yen) for those cold mornings.
If you're unfortunate enough to live in the mountains during the winter then you may have to store your toiletries in the fridge so they don't freeze. You may also have to leave on tap dripping so that your pipes don't freeze.
Some Japanese use disposable heat pads during the day. These things range in size, for ones that fit in your shoes to the ones you're supposed to put down your pants. Usually, they have bright red plastic packaging. Unwrap the plastic but don't open the pouch inside. It will start to warm up in a few minutes and last for some hours. These are nice if you're going to be in the cold all day and want some relief.
Wear lots of warm layers. Women, arm warmers are your friend. Also, make sure you have warm blankets so you can get a good night's sleep. Electric blankets are available. If you use a lot of dry heat (from electric heaters, for example), be sure to put on some lotion so your skin doesn't dry out. Just remember, spring will come eventually! Hang in there!