As stated in the owners manual: The Prius gas engine runs continously when the engine is COLD. This wastes fuel and kills mileage, but is necessary. A gas engine must be at operating temperature or repeated starting and stopping will destroy the engine.
In cold weather, when you use the heater you are drawing heat FROM THE ENGINE!!! The Prius engine is equipped with a coolant storage tank. This is what your heater uses to warm the cabin when the engine is not running, or running at very low power settings. But when running the heater in cold weather you are cooling the engine coolant, and sooner or later then engine has to start and run continously in order to bring the engine back up to operating temperature.
The LESS you run the cabin heaters, the longer the engine stays at operating temperature (without running), and you get better mileage.
In the summer, the AC unit draws electrical power from the propulsion battery requiring the car to waste fuel to recharge the battery, and supply energy to the AC unit.
But before you shut off the AC... At expressway speeds, the aerodyamic drag from running 50+mph with the windows rolled down causes MORE lost power than running the AC unit. Especially in a very clean aerodynamic design like the Prius.
Bottom line: If you want the abosolute best mileage, use the heat & AC sparingly. Do you really need to drive a sauna in the winter? Or an ice box in the summer?