First things first. Each part contributes to the energy efficiency of the home. Single-paned windows offer little or no insulation. Two panes of glass are more energy efficient than one, and three panes are even better. However, triple-paned glass is heavy and expensive.
Current technologies make the glass itself an energy saver.
Look for Low E Glass with Argon gas, or for optimal energy savings, Heat Mirror with Krypton gas. Have a specific budget in mind when speaking with a manufacturer, but be a little flexible in your price range. This way, you'll learn about all your options, and ultimately make a better, long-term investment decision. This is a new, industry-adopted system that measures the efficiency of the entire window. The lower the U-value, the better the efficiency.