The US Department of Energy and Office of Energy Efficiency & Renewable Energy have recently published Tips on Saving Money and Energy in Your Home.
Replacing single-pane windows with double-pane windows that have high-performance glass may be cost effective, but you could also consider installing exterior windows. Installing exterior storm windows is more cost effective and takes less time. Plus, the experienced DIYer can often accomplish this without having to hire a contractor.
You can obtain energy efficiency ratings for storm windows and other window attachments from the Attachments Energy Rating Councel (AERC, aercnet.org). In colder climates, consider selecting gas-filled windows with low-e coatings to reduce heat loss. In warmer climates, select windows with coatings to reduce heat gain.