I owned a home in the northeast and made a list years ago of the things that I wanted/needed in my next house to deal with the cold. But then I moved to California and didn't have to worry about it!
You probably can't imagine how cold it can get inside your house when it is below zero outside - drafts, heating bill, etc.
1) Double or triple pane windows, properly sealed (look for condensation between the panes) are a must. Beware of older houses - rickety windows will let in all kinds of drafts.
2) Multi-zone heating. I had two-zone heat with the thermostats in the upper and lower hallways. But there were no heat vents in the hallways - so the furnace ran non-stop. Some newer houses are putting electric baseboard heat into the bedrooms, so you can heat 3-4 bedrooms at night without trying to heat the entire house.
3) My house had a heat pump - when it was below zero, the air temp at the registers was maybe 70 degrees. It took forever to heat the house. You will need a backup furnace if you have a heat pump. I didn't and when it was sub-zero outside, it was hard to heat the house to anything above 60-degrees.
4) Mud room directly off the garage - otherwise you will be tracking snow/mud into the house.
5) Large formal foyer (stone or hardwood, not carpet) with a closet - or enclosed entryway. Nothing worse than having a big group of company come piling through the front with snow-covered boots and coats, messing up your floors.
6) As Doc John mentioned, insulation is critical.
7) Northern houses almost universally have basements. An unfinished basement will leak cold air into your house. Also need quality basement windows - the cheapo windows that most builders use are junk. You'll want something like glass-block windows.
8) Speaking of the basement, watch out for radon gas. It is also seasonal - comes and goes as the ground freezes and thaws. I had to put a radon venting system in my basement. 80% of the time, your basic Home Depot radon test canister didn't detect a thing.
My house in New York state was only a couple of years old when I bought it; contemporary design with vaulted 25' ceilings and huge windows. It was was a bitch to heat, and with only two heat pumps and thermostats in positioned far away from the registers, any two rooms might vary in temperature by 15 degrees.
Hope this helps - good luck.
BTW, there isn't anything quite as relaxing as sitting in front your fireplace, looking out the window with everything outside snow covered and flakes floating down.