I would say no because the furnace is turned off & on by thermostat which also control how long it runs. Which means it runs until satisfied at the location it mount ( where hangs).

If you close a supply vent, and room has leak windows or air infiltration problem. This could create ( not say it will) a negative pressure in room- allowing the return to suck threw cold air threw leak windows, walls , ceilings.
which if was real bad cold increase heat cost alittle.

It is better to have air return and supply open in all rooms
not be block by furniture to be balanced in positive and negative air pressure.

In my opinion it bad to block off vents, it will not make the furnace run any less.

_____ at this point i turn simple question in more_________

Turning up furnace by pro, programmable set t-stat, seal of duct work at every joint, change air 1 month or checking.
will save money

or replace 16-2o year furnace with high efficiency models.

for your home: air seal home from air filtration>
Basement & attic are two big area's
Right amount of insulation in attic makes big difference.
Saves on Furnace and a/c bills
leak door seals , can lights if have alot them, windows, skylights
If have basement air seal the sill by clauking sill & rim joist.
electric outlets foam seals.

Note: some gas company like my local one offer home testing
fro 50.00 bucks , the tell what improvement can be made to
to your how to save money, plus the offer rebates to you in you use the contractors to make the improves- win win.

You may not want all that but you got it.

every furnace instruction book will tell you what the temperature rise across the heat exchanger should be.
If you turn off to many heat runs then you could get too much
temp rise and damage your furnace by over heating it.
If your temp on return is 70 then the hot air coming out should not be more then about 140 degrees on most furnaces.
Later Paul

Thank you so much for answering my question. I have read & heard that in order to lower your electric bill, one should close off unused rooms, as well as close the vents to those rooms. Your answers have helped me to understand why this is not such a good idea. Now I need to know if it is necessary to have someome lay plastic on the floor of the crawl space? The service rep quoted me $500 to do this & said it would prevent moisture build up (although I have never had a moisture problem) & would also save on the heating bill? Any opions on this would be appreciated.

There should be a vapor barrier in the crawl space. $500 seems steep. Do it yourself and save. While you are at it, use the good stuff.

Here is a link that might be useful: Vapor Barriers

sorry ,Turning up furnace by pro

That should read (Tuning up the furnace : meaning clean and check the furnace( a dirty furnace use more gas than clean one)

sorry again

I do close the doors and vents and works fine for me. If the radiator in those rooms is cold, there's less water to heat in the total system and the furnace will burn for shorter periods / even if the frequency remains the same due to the central thermostat.