Tips for heating room that gets no sunlight?

I currently live in a house which, for some reason, is slightly below street level, so the rooms on the bottom floor at the front (which includes mine) get no direct sunlight, meaning they never really heat up, even when it's a pretty warm day. I unfortunately can't just whack the heating up because a) I am a broke student and b) the rooms in the back half of the house get really hot and the thermostat is there, so to get the heating high enough for my room I basically have to boil my housemates alive. What are the best ways to keep a room like this warm? Should I keep the blinds and door open or closed?