Adding weather stripping o windows and doors is one of the least expensive and yet effective measures that can be taken to improve energy efficiency.
Sealing openings in the floor, crawlspace or basement wall, and other areas will also help. A bit of fiberglass insulation works well for very large openings. Expanding foam works for small holes. Caulk for even smaller rifts. And finally tape can be used to make sure air isn't transferring.