A great article on the BBC Website on “saving money through home energy efficiency“that includes this graphic from the Energy Saving Trust on where most heat loss occurs from an uninsulated home:

For me, key is that for most existing houses, this means that double glazing is not the first thing that should be dealt with. In order the heat loss is:

• 33% walls
• 26% roof
• 18% windows
• 12% general draughts
• 8% floors
• 3% doors.

So in terms of which are easy to deal with, roof insulation, cavity insulate the walls, thick curtains have been shown to give as good as double glazing (or VERY close) and then general draughts.