If your house is brick, I see no need for Tyvek as Tyvek allows the house to breathe, but is a moisure barrier. Your house isn't going to breathe through brick.
Most of the tips I can think of might help someone else but may not be useful to you in your climate, and in your present stage of completion on the house. In general, my tips would be, build the smallest house you can comfortably live in, rather than go for the most square footage you can afford to build, as so many people do today. Along that theme, consider a walkout basement and place some of the rooms there that you would otherwise put upstairs in a bigger house. When we built our present house, we made the walkout basement 9' high and put the family room, my office, laundry area and DH's workshop there which really cut down on the size we needed above grade. We made a wall of french doors across the back of the house so we have light, view, and ventilation. It's great to walk right out to the back yard, and does not feel like a basement.
We wanted a real fireplace, ie woodburning because we're in NY state and get a lot of cold weather. We also have our own wood supply, so it's economical to heat with wood. Rather than build the fireplace on the outside wall, which allows much of the heat that goes through the chimey to be wasted on heating the outdoors, we did it the way most colonial era homes were built, which is through the center of the house. The FP is massive stone and holds heat for about 24 hours after the fire goes out! We have a woodstove in the basement that heats the basement and heats the floors above to some degree, and a woodstove in the kitchen that heats the first and second floors. The fireplace is more for looks, but we do use it. The three flues all run up through the stone chimney, and hold and radiate heat slowly. Our floor plan is very open which capitolizes on heating and cooling.
Build with 2x6 walls rather than 2x4 as it is better insulation than 2x4s with the extra foam board on the outside of the house generally used with 2x4 construction.
Buy Low E windows. We have Pella. They have double panes, are tinted, and have a layer of argon gas between the panes.
Have a porch or awning for windows that face sun most of the day. Our house faces north-west and gets a lot of afternoon sun, but we have a full covered front porch. The wind comes from the west, typically, and we get great breezes nearly all the time. We have only one ceiling fan, in our bedroom, but for warm climates, I would have more.
We have a tankless water heater, so it only heats water when you use it.
That's most of what comes to the top of my mind. Our house is the never ending construction project as we built it ourselves, to a large degree, and still need to finish woodwork, the kitchen island top, and tons of small things, but at least we made it the way we wanted. I can't stress enough that sometimes less is more, and that making a house no bigger than you really need it is probably the best way to economize in the initial and the ongoing costs. I just posted a few pictures of our house last night on the community board, and a few of the grounds and an outbuilding this morning, if anyone is interested in seeing a few photos of our "little hovel." The thread was called "post pictures of your home or where you live." I am not sure if I know how to insert a link to the thread. I'll give it a try.
http://www.disboards.com/showthread.php?t=1144987