0. Install Energy Star windows rated for Zone D. They reflect heat back into a room during witner months.  Rebates are available through the Energy Efficiency Incentive Program.
0. Find and plug leaks.  Just wet your fingertips and run them around the door or window frame to feel a draft or hold up a tissue and see if it waves.  Seal leaks between moving parts (between door and its frame) with weather-stripping.  Fill leaks between non-moving parts (between window frame and wall) with caulking.
0. Plastic film on the inside of the windows is one of the oldest energy saving techniques because it's one that works the best.  If you read the instructions carefully and install the film properly they can almost be as effective as another pane of glass.  If possible, use a hair-dryer in the application process, the film will resist wrinkling and not impact your view.
0. Install tight-fitting, insulating window shade on windows that feel drafty after weatherizing.
0. Install exterior or interior storm windows.  Storm windows can reduce your heat loss through the windows by 25-50 per cent.  Storm windows should have weather stripping at all moveable joints; be made of strong, durable materials and have interlocking or overlapping joints.  Low-e storm windows save even more energy.
0. Repair and weatherize your current storm windows, if necessary.
0. Keep windows on the south side of your house clean to maximize solar gain.

Click to learn more about Energy Star Windows.