Do you notice a draft whenever you are near your windows or doorways? This draft can be prevented by caulking the outside of your windows and doorways. It's very simple, and it will allow your home to stay warm and give your heating system a rest.
Many people will simply put plastic sheeting or blankets on windows and doorways, but caulking is a permanent fix. Before you set out to do the job, learn which windows are the worst offenders. The video explains how this is done. While caulking, do all the windows and pay particular attention to the ones that leak the most. Don't attempt to do second-story windows. That part is a mans job.
When you go to purchase the caulking materials, have the sales person explain the difference between the caulks. Ron Hazelton mentioned that his had latex in it, so I suspect some caulk has paint in it. If there isn't caulking on the exterior of your home, you may want to get clear, but you'll want to be able to paint over-top of it.
Since it is already winter, you'll need to wait to caulk until it is at least 40 degrees outdoors. Read the instructions on the caulking package to check their recommendations, because it won't stick if it is too cold outdoors.
When you are finished with your caulking project, check your windows and doors when it gets cold out again. If they still leak, use the caulking materials indoors. You'll want to use clear caulk for this project, and be certain you don't seal your windows closed. You can use clear tape for that.
Note: In a perfect world, we would have a man around to do this job...but this isn't a perfect world.