Comparing previous year bills to a current year (even for the same period) is about as accurate as comparing fuel economy between cars by the position of the fuel gauge. The result is only wishful thinking.
What needs to be done is to compare the fuel or power usage per heating degree day.
You can get the fuel useage from your bill. Not the cost, because that varies from month to month and year to year. The fuel (energy) useage will be in therms or kilowatt-hours.
Then go to www.weatherunderground.com. Look up the weather for your area. You can find in the history section, the # of heating degree days for each day for the billing period in question. Total up the # of heating degree days for the period. (some bills will show the total heating degree days for the billing period)
Now take the total fuel useage for the period and divide it by the total heating degree days for the period. The result will be therms per degree day or some unit of energy per degree day. Compare the fuel (energy) useage in this manner and you will get an accurate indication if your programable 'stat or new furnace or new insulation, etc. is actually saving you money.
Of course, this whole process assumes the temperature in the house is set approximately the same for the two periods.