Bake cookies or a pie. Your oven will help to dry the air and heat the kitchen. The kitchen will be warm while you are cooking, and then you can have a great home cooked meal too!
Limit cooking that gives off steam, as this will increase the humidity in the air and make your house damp. Lowering humidity in the winter time helps you to feel warmer. Water vapor (humidity) has a greater heat capacity (ability to absorb heat) than dry air. As a result, humid air feels colder in winter than does dry air and it takes more heat to make damp air feel comfortable.