What are fireplaces good for? Gathering the family around, hanging stockings on, putting photographs on top of. And what are they not good for? Entering the house (unless of course you're Santa), throwing trash into, and heating. Yes, heating. On average, fireplaces are only about 10% efficient. That is, about 90% of their energy is lost through the chimney, along with loads of your home's warm air and energy dollars. As the Dept. of Energy says, they "should not be considered heating devices."
But if you can't resist the crackle and the glow, lower your thermostat to about between 50° and 55°F so your system doesn't keep trying to replace the warm air being lost through the chimney. Also, open the window nearest the fireplace slightly and close nearby doors so the fireplace won't easily draw heated air out of the house. Installing glass doors on the fireplace, which can be closed when the fire's dying or out, will prevent indoor heated air from escaping through the chimney, as will closing the chimney damper when the fireplace is not in use. Consider using EcoBrics http://www.naturbrennstoffe.de/, which, made of compressed sawdust, have the same energy value as brown coal equivalents, with one-third the water content and a fraction of the ash and sulfur emissions.
Some upgrades to consider are the EcoFire Super-Grate, which increases burning efficiency, an outdoor air intake, which cuts down on heat loss from your home, or a high-efficiency fireplace insert, offering stricter air control. (See "Where to get this stuff" below).