Cardboard. And plastic sheeting. I live an apt that had one window poorly sealed. As soon as the weather turns, I put up some cardboard I had trimmed to fit, put that over the window, then seal it all with plastic taped to the sill. The window faces my neighbors fence, so I dont really mind losing that view.
The rest of the windows get just the plain old plastic sheeting treatment.
Taught & clear are the keys-the idea is to minimize air movement between the glass & the plastic, and the clarity allows the sun to still come through. I try to avoid turning the heat on as much as I can, and have already caved a few times this year...this helps with the heating bill though!