That must be a cold climate thing. I've heard of winterizing (or what ever it's called) your windows, but it's not commonly done over here. I would assume that it works wonders in the winter time.
I replaced our old aluminum windows with some high efficient vinyl windows about 2 years ago. They work great. I didn't get the contractor's grade milgard. We went with somethin' more high end.
Now I'm lookin' at the geothermal heat pumps. They're awesome. They sit in the ground outside, and use the grounds heat to help heat the home. The ground in the PNW doesn't get that cold, so it may be at 45 in the winter. The heat pump only has to heat from 45 to 68, rather than 0 to 68. Giving a HUGE savings. They claim 1/3 the energy usage. And my heat is electric forced air. Pure, clean hyrdro electric heat. AND, in the summer, you can throw a switch and have cool air pumped into your home via the air ducts. NOT air conditioning, just cool air from the ground. But we rarely need air conditioning. Plus, that heat can also heat your water basically for free. However, heat pumps aren't great for all climates. They work well in Seattle because of our mild climate. Not sure how they work in super cold areas.
I'm also thinkin about a tankless hot water heater.