Tips on saving money with the heating bill? L/P furnace?

I dont have natural gas, I have an L/P tank which is sooo expensive.
Last year I kept my furnace at 63 degrees all day while we are gone then it popped on around 5pm to 68 degrees then early in the morning for when we get out of bed.
I have a new high efficency furnace and I still put about $5000.00 dollars into the tank from December 2007 to May 2008.
This year I just cant afford that, anybody have any tips on what I should do or change.

Thanks