I start running the furnace for, say, half an hour in the morning and maybe again at night, sometime around mid-September. That's to take the chill off, and we don't leave it running beyond that. Lately, it's been running more steadily at a fairly low setting because of our temperatures.
But this is stubborn New England. (The people here are like Iowans.) I know quite a few who refuse to consider turning the heat on until November. They insist everything before is "sweater weather". Hey, would I like to be that way? If I could, yes, but we can't get away with that in this house.
And some of those Stubborners, when they do run the heat, don't allow it to get over (I forget, but some ungodly low setting). It's crazy.