Attic insulation will help a lot as heat rises. The more you slow the escape the of heat from your house the better. This is also works the opposite in summer as well if you run AC. It will reduce how much heat can flow into your house.

Windows are also a huge factor that effects the transfer of heat. If they are single pane, you are hemorrhaging head outside. Double pane with good weather stripping will make a huge difference. Those plus the insulation would have a larger net effect than buying a new furnace.

The last thing I would upgrade is the furnace. They are surprisingly efficient, even if they are older. Still should update it if you can afford it because efficiency has increased, but the windows and insulation will help the most.