I live in one of those old buildings that has ancient radiators that can't be adjusted. They're so freaking hot that even in the coldest days of winter I would have to have my windows open and even then I'd be walking around sweating in my boxers. And the air got so dry my throat would constantly be screwed and the skin on my hands always cracking...
So last fall I had the radiators shut off entirely. It was quite an ordeal because the valves didn't have screw caps on them anymore, and also turning them off somehow created a leak which affected the apartment downstairs. They had to dig into the floor and replace a pipe and everything. Still, I feel so much better having no heating in my apartment. I'm on the top floor and the apartments below me are heated, so I get a little heat rising from them. Even on the coldest days it's perfectly warm enough in here.
I don't really want to run an humidifier because they are such a pain. I had one of those funky Air-O-Swiss ones and even with a new filter in the tank, it would leave a thin film of dust on everything. Plus the nozzle which directed the mist would grow fungus on it really quickly, and I was constantly cleaning the reservoir. I just get the feeling they're not so healthy.