In the house we used to live in, there was a doorway between the kitchen and the living room where I hung a piece of muslin as a temporary 'door'. Believe it or not, that piece of fabric kept the main part of the house at least five degrees warmer. All it took was stopping the flow of air - the mini 'air chill factor' to keep the house from feeling like a freezer.
So how do you zone a house, or create a warm room? First of all, you want a room that has the following characteristics: a window, carpeting (an accent rug that covers a good amount of space is fine), a door you can close, and proximity to both kitchen and bathroom.
You want the window for light and ventilation; the carpeting because a bare floor can feel very cold; the door because it helps keep the warmth in, and the location - well, you won't be heating the kitchen unless your kitchen is the warm room, so you might as well pick a room that isn't at the opposite end or a different floor unless you have to.
If you have one, you can put up a tent in the room. Sleeping bags will keep you warm, especially if you take blankets off your bed and put them underneath and over the top of the sleeping bags. If you don't have a tent, you can use a warm blanket like a Snuggie and wrap it around you, making sure to add a warm hat to your ensemble.
Cover any heating ducts; they are pathways for cold air as well as hot. If you need to, create a draft dodger for the bottom of the door from a rolled up bath towel.
You can use a Mr. Heater for warmth (best not to use continuously, just to take the chill off every once in a while), or just rely on your body heat. If the latter, make sure you have the means of heating water for soup or other warm drinks/food.
You will be going in and out periodically to the kitchen and bathroom, so air exchange shouldn't be a problem. If it starts feeling stuffy, open the window or door briefly for some fresh air.
If you need to hang something over an opening, try to pick something with a fairly dense weave, like a cotton sheet. It doesn't have to be thick, just densely woven.
Gather items to keep yourself entertained, keep your cell phone handy, and don't forget to keep hydrated, and you should be good to go!