Caulk your windows and doors to prevent air leaks. Replacing old windows with energy-efficient ones is a significant step toward conservation.

When shopping for new windows, look for:

ENERGY STAR qualified models.
“Low-E” (low emissivity) glass and argon-glass between the panes. These materials efficiently reflect a great deal of furnace heat back into the home, as well as letting in sunlight and filtering out ultraviolet rays.
An energy rating (ER) of -11 or better for windows that open and +2 or better for fixed windows.
Casement-style as opposed to sliding windows for superior air filtration and durability.

The lower the U-value, the better the insulation. If you live in a colder climate, a U-value of 0.35 or below is recommended.