Step 1: insulation
With proper insulation you can really save on your energy bill! The cheapest and usually the easiest way to handle dissipation of energy is through good thermal insulation.
Step 2: ventilation
Insulating well also means that you have to seal up cracks and splits a much as possible. However, for a healthy interior climate the supply of fresh air is of the upmost importance. So, provide for ventilation, preferably controlled and with heath recuperation. This way you avoid unnecessary loss of energy.
Step 3: glass
A lot of energy is lost through windows. So, opt for high-performance glazing in combination with thermally insulated frames.