Extra insulation for panes of aging windows
I've used the plastic window stuff before (literally just finished putting up some a few minutes ago) and it works quite well. Another option to look into is storm windows, they go a long way to helping keep a house warmer.  You can purchase storm windows in standard sizes at the usual hardware stores, or order custom fit ones if they don't have the ones you need.

There are also weatherstripping products you can get for your windows.  Wired currently has a decent overview of what your options are.