No matter how new your windows are, you can be losing heat through your windows during those long cold winters. Hanging heavy drapes in the winter, using two or more layers of curtains with your drapes will insulate your windows keeping the heat inside where it belongs!
A more drastic window insulation can be achieved by covering the inside of your window with clear polythene. If your window frame will allow it you need to fix the polythene to the window frame leaving approximately 2 cm gap between the glass and the polythene. Double-sided sticky tape is ideal for this job. This is not the most attractive of solutions but it does work.
In the past I have seen kits that do this. The kit contained special polythene that would shrink when heated with a hair dryer. Once fixed in place you would heat the plastic sheet with your hair dryer and it would smooth out and almost have the appearance of glass. Alas I have not seen these kits for years.