Did you know, you can use common bubble wrap as insulation for windows? I had heard of this bubble wrap trick to save energy before, but had never actually gotten around to trying it. Not for every window, but just an idea to consider.
Drafty Windows: First check the window from the outside, paying close attention to where its casing meets your home's siding. Scrape out any cracked or dried caulk, and apply a fresh bead of paintable acrylic latex, such as DAP's Alex Plus