How do I know if my windows are energy efficient?
Hire someone that can do an energy audit. Check with your local utilities as they may even offer rebates on the cost of that. They'll use a Thermal Imaging Camera that can answer this question for you. 

It's not so much whether or not your windows are a problem as much as it is the bigger question "what parts of your house are the problem". Even if your windows aren't efficient, you may have bigger issues elsewhere that will give you a bigger ROI in terms of energy costs than replacing the windows.