You should already have an idea of which windows and doors these are. Typically, older ones with only one pane of glass are going to be the worst. Ones right where warm or cool air enters a room are of especially high priority.

Check out the R-value or U-value, a higher R value and lower U value is better. In general, the more panes of glass a window has, the better the insulation value. Double pane is better than single, and triple pane is going to be the best.

If you want to know just how much better one window or door is than another, you can use the R-value (which is 1 divided by the U-value). An R-value double the size is twice as good.

Be sure to do a very good job of caulking them to prevent air from just getting through the seams between the windows or doors and the wall.

There are many places that have local and/or federal rebates for energy efficiency upgrades to your home.