It would help if the ductwork was insulated, especially if it runs in unconditioned space. Does the house also have an a/c? The fan speed may be set too high for heat (but okay for cooling). Do you have a CO detector? Always a good idea with fuel burning appliances in the home. The design delta T (rise in temp) range should be listed in the furnace's manual. If you don't have yours, you might find it on-line. That would tell you what is normal. You'd want to check the outlet temp at the furnace, since the length and location of the ductwork could affect the reading a lot. Taking a long time to raise the temp is not necessarily a bad thing - it indicates that the furnace may not be severely oversized, like in many older (and newer, too) homes. A furnace that runs nearly constantly and maintains the desired temp will produce the most comfortable dwelling. If it is very close to the heat required in the house, it may not have enough reserve to set it back at night, or you'll see that long recovery time.
A humidifier can cool the output some...evaporative cooling and all. But, normally, it isn't a big factor. Generally, a properly humidified house will feel more comfortable at a cooler temp than a dry one since you won't sweat and cool yourself as much.