Are you in a new build or a particularly damp older house? If so, definitely get a humidifier. New builds don't breathe well unless you have windows open for at least a bit during the day. And old homes that are damp usually need a damp proof course or better heating systems installed.
That said, I find opening the windows in damp, rainy weather doesn't help matters at all, but that's probably due to the kinds of houses I've lived in.