I'm read a lot of posts on here people talking about increasing their insulation to make their homes more efficient. I like efficiency and I've always kept up with insulation trends in homes and such.
One thing I hear a lot of guys on here say is that there going to add vinyl siding, vinyl siding has hardly any r value.
If you don't want to tear into the walls to do better insulating between the studs, you can place the foil type insulation on the outside of the osb board, it has a really high r value and does a great job, easy to work with. Comes in rolls, reflective properties on each side with air bubbles in the middle. The best insulation between the studs is the kind that is sprayed in and then shaved off even with the studs! Awesome stuff!
Windows, my dad has always been a insulation nut, so he did a lot of research on windows, and found that lowe's/home depot and those places don't sell any "high quality" windows. My dad went to a window factory and had some custom made, slightly higher than lowes, but he got triple pane windows that were awesome! it can be -10 and you can lay your hand on them and feel no cold at all.. The house quietened down dramatically from outside noise as well.
In attics and stuff you can also use the spray but the blow in cellulose is another good option. Just make sure you have plenty of it as heat wants to rise.
High quality windows and top grade insulation will make any home more efficient, don't skimp on that stuff though..
Products such as vinyl siding and tyvek may help against wind, but provide little in the way of r factor. Creating a dead air space between your home and the outside is what it's all about!