In 2014 I replaced my huge sliding patio doors with expensive new Anderson doors. The new doors made a significant difference in the warmth of the room but it was still not "cozy". While on the Wayfair website I saw these liners and decided to try them. They are perfect.  They  keep out the cold air while not bulking up under the curtains. I highly recommend them.

Pros: easy to hang, not bulky, inexpensive, reduces cold air entering room