How does one carryout a thermal survey of one's house?
Your utility company likely has a free survey you can complete yourself (sometimes they will even send someone to do it), and there are probably similar surveys to be found online.  These are based on compiling data about your house that can be calculated.  This includes things like wall dimensions, thickness and insulation, size and type of windows, attic insulation, geographic location and house orientation, etc.

That will tell you which existing features it might make sense to upgrade, the upgrade options and typical costs, and how long the payback time would be for each.

But that is only as good as the condition of those features; it can't identify thermal leaks from deterioration of the features, like the seals around windows and doors.

Those problems can be identified with thermal imaging, but they can also largely be identified through inspection.  You may see the gaps, or feel drafts from gaps around doors with bad weatherstripping or windows with bad sealing.  

But even if some existing thermal leaks are hard to discern, you won't necessarily need thermal imaging to discover every last one; they may get fixed in the process of upgrading features even if you aren't aware of them.  For example, if you replace old single-pane windows or upgrade the windows, installation of the new ones should take care of any leaks associated with the old ones.