Insulation. And before insulation, caulk. First thing to do is also the biggest bang for the buck: a tube of caulk, caulk gun, weatherstrip, and 10 dollar infrared thermometer.
I just helped a friend this last, fairly brutal, winter with that. Just moved into brick building from the 1940's and winter descended. After the first day and night when his gas furnace never turned off with the thermostat down to 55F, he yelled for help. Good timing, winter is slow for construction (bar exclusively interior) in that kinda weather, so couple three guys showed up.
It was about 20F outside, so finding all the drafts inside with the IR thermometer was a piece of cake. Went thru a bunch of caulk and weatherstrip, tho. That shut the furnace up forabit.
His windows were a disaster, and we were not going to fix those in this weather. So we got some plexiglass and framed the sheets in on the inside. (watch out for local fire code. this might be illegal. if it is, put hinges in the frame and a latch. we used eighth inch plexi which can be snapped by non infants, we are ag zoned, and he had pulled permits so it was and will be a construction site for the forseeable future. he's not exactly supposed to be living there, but since the neighbour, who is a township commissoner, helped with the job, i don't think thats an issue.)
Then we got a bunch of the rigid pink foam insulation surplus from another job and put it in on the inside of the outside walls of his bedroom, kitchen, bathroom. The stuff we had was paintable so we even matched the color. Then we moved the thermostat to his bedroom. Couldn't really close off heat vents in less trafficked rooms without risk of pipes freezing.
Then we crawled in his attic. (Big mistake.) Suffice it to say there were old, dead raccoons involved. We fixed the animal entrances, and rolled out a bunch of fiberglass.
Three days. I think he laid out less than 2K US$ in materials, including beer. We didn't charge for labor, but we worked him pretty hard, too.
He still has to fix the windows, and put in the right insulation, and replace the furnace and tuck point the masonry and fix the chimney and the flashing, and the sump drains and ... he ain't gonna fix that house without laying out a hundred K or so.
sidd