It truly DOES affect us an we have to watch. Our home is fairly well insulated and thankfully natural gas is actually down quite a bit in our are. We stay on budget billing for both gas and electricity so that helps. It is frightenening to hear people say they have to find $350 for a month's heat, ours is $80.00 for budget and we always have a surplus in the summer months which suits us just fine.
We have an electric dryer so I might tend to use it more in the winter since we can vent it into the basement. Also I use the oven more in the winter - a roast in the oven instead of crock pot, that sort of thing since this will help warm the house. In the very cold weather, single digits or so, I will keep a kettle of hot water just steaming a bit on the gas stove to help add a bit of humidity to the air. This seems to help us too. The furnace may be natural gas, but it needs electricity to run the motor, so both bills go up when it runs.