What could be causing my bedroom to be so cold, and how can I make it warmer?
I would also expect the new furnance to provide better heat than the old one. First thing to to is be sure you didn't arrange anything in the room different from last year. You don't have anything  blocking the air registers. Check and make sure the air filter on the furnace is not clogged. If the room has only one register leave the door open so the colder air can circulate out of the room. If nothing in the room has changed contact the installer and ask them to check for any blockages or leaks that might be preventing the heat from reaching the room. It may be a problem with the blower pushing the air to that end of the house. If you have never had it done an energy audit is always a good idea. Most utilities offer them for free. They may point out missing duct insulation or air leaks that make the room colder than the rest.