If you look around your house, you'll probably find a few places where treated indoor air is escaping -- and harsh outside air is seeping in. The beam of sunlight that shines from beneath your front door, for example -- that's not supposed to be there. Adding weather stripping to your doors is one step you can take in an effort to keep your home's envelope, the bubble of air inside your home, nice and tight. Properly insulating your house cuts down on energy consumption by reducing your heating and cooling demands.
The envelope of your home includes any place where air can get in and out, like your doors, windows, roof, floor and outer walls. Making sure that your windows are properly sealed with caulk and that the gaps between your chimney flue (which carries away waste gases from your furnace) and your roof can all prevent air from escaping or entering your home. You should also ensure that you've got proper insulation in your attic, under your floors and along outer walls. Home insulation is rated by its ability to prevent air flow, and it's denoted by an R-rating. Generally, the higher the rating, the thicker and more protective the insulation will be.