Windows
In England, when I was a penniless student we used to tape a layer of builders polythene sheet over the windows every winter - poor man's double glazing. The most effective thing was that it cut drafts. You couldn't see clearly through it, but it let light and sun in.
But be careful not to cut out all fresh air to the house, or you have other problems - carbon monoxide in an extreme case but also radon build-up at moderately poor ventilation levels.