Does it feel drafty, even though the windows and doors are shut tight? If so, it might be time to add or replace weather stripping to the doors and seal up the windows.
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To solve the problem of a drafty door, choose vinyl or rubber weather stripping. Fasten it to the sides and top of the door casing with nails or staples about every 6 inches.
A vinyl gasket will also do the trick. It's durable, inexpensive, and at the end of the winter, it can be torn off.
There's one other part of the door that can be a cause for concern, and that's the bottom where it meets the threshold, and very often, that's where the biggest draft comes from. The cure is a sweep that's applied to the bottom of the door. Sweeps are great for an irregular floor. Buy either the kind that nails onto the door or has an adhesive that holds it in place. Either kind will seal up the door nicely.
Houses with old windows probably have leaky windows. To fix those leaks, use sealant foam at the top, bottom and middle of each window. The foam will compress, so the windows can still be locked.
A low-tech way to stop drafts is sometimes called snakes. They're just long fabric tubes filled with sand. They can be decorative or humorous, but they do a great job of stopping air from leaking under the door or window.
Putting film up over the window is more complicated but it's very effective. Use double-sided tape to hold the film in place while stretching it across the window. Use a hair dryer to heat up the film and shrink it so it's tight across the window.
A draft-stopper that has been used since the Middle Ages is heavy drapes. Closing heavy drapes over windows will result in a noticeable difference right away. For even better results, look for drapes with insulating lining, or add one to existing drapes.