of south-facing glass, because so many people think that low-e glazing will keep the heat in.
Compared to other insulation, a double pane of glass has a rating of around R-4. That's pathetic, so you should always cover windows with proper, insulated shades or drapes. This can double the insulation value as well as helping to block airflow from the glazed area.
If you want to go the next step, you can consider internal or external insulated shutters. External versions are more efficient but you have to go outside in the cold to close them, so many people opt for attractive internal versions (see image). They're simple to use and the installation cost is quickly recovered by the amount of energy saved.
Always cover windows!