You can insulate the walls and roof, it is a faff, but not that expensive as a DIY project.
This is the best stuff:
Celotex We have 150mm sheets between the joists in the loft.
Agreed that Celotex is best, our architect specified 150mm in two layers, 100mm and 50mm, apparently the additional reflective layer gives significantly better performance.
I wouldn't say it's cheap though, it's around £30 a sheet for 100mm and £15 for 50mm. We got through loads of the stuff in the roof and under the floor.
