To help Stop the Leaks at our house, I shrink wrapped the huge windows in the back addition. They are HUGE double paned windows that take up most of the back wall, and create our biggest heat loss each winter; there have been ice crystals on the inside at times.
Here's a picture of the smaller of the two monstrous windows:
Notice the small forest growing in the back yard? We've neglected it in the name of keeping the house from falling down and winterizing.
We used a store bought Window Insulation Kit and a hairdryer (bought at Goodwill for $3.99):
To shrink wrap your windows, you will need to first clean your windows. You can use a commercial product, or a mixture of vinegar and water.
Carefully apply the double sided tape to all sides of the window, following the instructions on the package. Cut your shrink wrap to the desired size (leaving an inch or two on all sides), and then apply it to the top of the window. Pull it taut to both sides and press firmly to seal. Seal the bottom last.
Take your hairdryer, turn it on, and carefully move it back and forth over the window, staying about 1 inch away from the plastic. Dry until all wrinkles are smoothed out.
If you need more visual help, Robj98168 posted a helpful video on his blog; it's for exterior shrink wrap, but it's pretty much the same.
This is the best option for windows that you won't open ever; I don't plan on taking it down until we remove those windows from the house!