Don't leave your garden hoses connected. Drain and remove them, and cover exposed pipes with insulating foam covers.
Drip your faucets. Allow hot and cold water to drip from your indoor faucets during extreme cold. The constant running of water will keep trapped water from being able to freeze.
Use heat sources to thaw pipes. A blow dryer or space heater should be able to thaw pipes that have frozen. Keep the faucets open so water can begin to flow once thawed.
Draw curtains closed. Unless there is direct sunlight coming in, keeping curtains closed can help insulate your home and trap a little warmth inside.
Cover or remove window air conditioners. City folk sometimes leave their window air conditioning units in all year, but you're letting heat escape your home by doing that. If you can't take them out, try to cover them with something that will seal the cracks around the window.
Use draft snakes to cover cracks in windowsills and below doors.
Seal any cracks on the outside of your house with caulk.
Protect the Outside
Clean your gutters. Make sure there isn't excess debris in your gutters when a snowstorm hits. The extra weight could bring them down.
Spray an ice repellant or salt your steps and walkways. (It could get you in trouble if you don't.)
Insulate your plants. Add extra mulch around plants to keep them from drooping too much under snow, and cover them to keep them from being hurt by frost. Don't leave plants in containers outside.
Drain birdbaths and fountains. Frozen water could cause damage to them.
Don't touch the roof. If there are any roof projects you've been meaning to get to, it's not the time to do them during freezing weather.