If you feel thrifty and don't mind plastic on your windows, you can make effective storm windows by tacking clear polyethylene plastic over the outside of windows. Glass storm windows are more expensive but they will save some energy and increase your comfort. Install new windows. Double-pane windows are now available either with an insulating air space between the two panes or filled with a gas such as argon. In climates with colder winters, these can save considerabale energy.
Frames are important.
Standard aluminum frames leak twice as much heat around the edges of the glass as do the best wooden frames. If you must have aluminum frames, make sure there are thermal breaks, rubber gaskets between inner and outer pieces. They block the winter sun as well, so they make the most sense in areas where summer cooling is a bigger concern than winter heating. A wide variety of other products are available to bounce those incoming sunbeams back to the sky. There are reflective screens, essentially a mirror surface with holes in it for visibility.