There are often gaps between the edge of the register and the wall, floor or ceiling in which its mounted. Seal with caulking. Light switches and outlets. On both interior and exterior walls, seal the space behind light switches and outlet plates with a foam gasket. Cracks around doors.
Doors can have large gaps between frames and thresholds.
Install or replace weather-stripping or fit thresholds with shoe gaskets. Heat loss around windows. Seal window panes with glazing compound where glass meets frames. Wood and aluminum windows may need weather-stripping. Fix leaks and put aerators in your faucets.