Your windows are one of the prime places for heat loss. Old windows are known for letting heat escape while letting drafts in. Triple-glazed windows work well to keep the heat inside your home when the furnace is running. Since air isn't really conducive of heat, triple-glazed windows act as a three-layer barrier to keep cold air out and warm air inside.
However, if you can't afford window replacement, invest in high-quality curtains to help keep warm air inside. It's estimated that drapes can reduce heat loss by approximately 10 percent during the winter. You can also install weather stripping, which help to fill in ill-fitting windows.