Do you know what to do if your local weather forecast is predicting a spell of cold weather? The Met Office has issued a "100% probability of severe cold weather" for the next few days across all of England (dated 1 February 2012) so make sure that you don't get caught out.
Your first priority is to check the oil level in your tank. You should be keeping an eye on the level at regular intervals; how often depends on your rate of consumption. If you realise that you haven't checked it in a while, check it now! Even with cold weather right on us, it isn't too late to get an emergency delivery. If the road conditions are favourable then there should also be no problems for the drivers to make their deliveries.
Don't increase the risk of your boiler packing up in the middle of a cold spell: get it serviced when you can. Even getting it serviced during cold weather can be worthwhile, if you realise that it's been a year or more since the last service.
Scout around your home for pipes that could be vulnerable to freezing. Outside taps are an obvious risk, but even pipes running through out-buildings can be at risk. Check that they are lagged properly. If you are planning on going away during a cold snap, keep the heating on at a 'tick-over' level to stop the core temperature of the house dropping too much; a timer cycle of an hour a day (half an hour in the morning, same in the evening) should do the trick.
Check that your radiators are effective, but be careful: if you start fiddling around with valves and radiator balancing/bleeding during cold weather, and something goes wrong, you may have to empty the system and be stuck without any heating!
Here are places on the Met Office website to get more information: