Erin covered how to protect your windows from extreme weather a while back. I have nothing to add to that particular subject, so I'll work with other aspects of window work, specifically older styles.
Storm Windows
Older houses often have permanent brackets mounted on the outside to allow the residents to attach storm windows, which are basically a separate pane and frame assembly that covers the outside of the window in place of the screen and frame assembly used in fair weather. The extra layer of glass and, more importantly, the dead air trapped between the two layers of windows, adds insulation value while creating another barrier to wind and weather.
The glass is almost always single layer and frames are made of wood. Since glass is expensive and hard to ship in large sizes, most windows will be broken up into several small “lights” or pieces of glass. This makes replacing a broken pane easier and cheaper, but adds seams that require more effort to keep sealed. Unless you have a glazier in the family, learning how to replace a broken window pane can be a challenge.
Updated older houses usually have “combination” storm windows. These are generally an aluminum frame with a large, fixed upper pane of glass and a fixed screen on the bottom half, with a sliding glass pane that allows some control of the amount of air flow. Permanently attached, combination storm windows eliminate the seasonal chore of switching screens and storms. Normally single layers of glass, they perform the same insulating function as removable storm windows. Their quality and ease of repair varies drastically with the multitude of “installers” that sold these for many years.
Newer houses have multi-layered windows with built-in screens. Much more efficient at keeping heat on the proper side of the window, these are now standard. Frames are rarely made of wood any more, plastics require less maintenance and last longer than the original owner of a house, so they have replaced wood. Various gasses sealed between the layers of glass are touted as being better, but once the seal breaks you're going to have fun trying to wipe the condensation off of the inner surfaces.
Insulating Windows
A few of the tricks we use up north to keep the cold outside will also help if you're ever in a situation where your house has no heat and you're needing to conserve what you can. They all come down the the same basic idea as clothing: layers. Anything that will trap a layer of air provides insulation value; being able to see through it is a bonus.
Exterior Plastic Sheeting
This is clear or translucent plastic sheeting placed over the outside of a window and held in place with thin strips of wood called lath or strong tape, normally 4-6 mils (thousandths of an inch) thick. There are several types available, with plain plastic and shrinkable plastic being the main difference. Plain plastic needs to be anchored securely and stretched tight to keep it from flapping in the wind; any movement will put stress on the attachment points and can cause tears. Shrinkable plastics can be installed looser and then snugged up by applying gentle heat to make it contract.
If you're expecting severe storms or doing windows on the north side of a house you might want to look into one of the construction sheeting plastics like Visqueen reinforced sheeting. It has a netting of plastic cord embedded in the plastic, making it much more durable.
As tempting as it may be, don't wrap the exterior of your walls with plastic. Creating a complete vapor barrier like that increases your exposure to any toxins in the house (like from emergency heat sources) and will cause condensation and mold on your walls. Houses need to “breathe”, too.
Interior Plastic Sheeting
These can be found on Amazon or in most home improvement stores fairly cheap. They're all “shrinkable” plastics and much thinner (less than 1 mil) than what you'll see used for exterior work. The ones I use at work are crystal clear and do a great job of killing drafts coming through the antique windows in our office. Simply run a strip of double-sided tape around the window, stick the plastic onto the tape (start from the top to make it easier), and run a hair dryer over it to make it shrink to a tight fit. Get extra tape, because the rolls they include in the kits can be shorter than you'll need. I have to use the patio door sized kits for the 4' x 5' windows in our office -- we have more glass than walls.
Keeping a couple of window insulating kits or a roll of sturdy, clear plastic on a shelf could serve you well if you ever have to deal with a broken window for a few days until it gets replaced or need to seal off a room or two to heat in an emergency. It looks better and is a lot more useful than slapping a piece of plywood over the window.
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