I always thought I burned a lot of coal, when hand firing, and with my stoker. This summer my dad came up and while we finished wall boarding and putting a kitchen in the former warehouse end of my building, we hired someone to finish wrapping the house in 3/8" plywood, 1 1/2" of Styrofoam, building wrap, and then t1-11 siding. While he was at it we replaced a 3X4 window that was that old wavy glass, it was two windows framed into the same hole but the outer one had some broken panes.
I have a back up propane non electric wall furnace that we decided to move from the old kitchen into the new kitchen, since there would be no plumbing to protect in the new bedroom. Anyway when we removed the furnace I finally looked inside my wall, 1/2" wallboard, 1" foam board, three layers of 1/2" ship lap boards with tar paper between them, 4" air space, and 1x12 board and bat siding, and that was it. I always thought at -30 my base board sure stayed hot, and at -40 it didn't always hold 70 very well, depended on the wind. I realize that 3/8 plywood, 1 1/2" Styrofoam, building wrap, and 5/8 T1-11 is not really much insulation but I have at least doubled my insulation, on that end of the house. The other end of the house was an unheated, uninsulated warehouse, we reframed that with 2X6s' full of glass and then it was also wrapped with the rest of the house. I'm ready to burn less coal this year.