A really cheap improvement i've performed on mine...bubble wrap. I grabbed a roll from an office supply store, cut squares of it to fit each pane, moistened the pane with a sponge and pressed it gently on.
The plastic increases the insulative value of the glass-in addition, the bubbles provide a small thermal mass effect, and the sunlight still passes through. The effect from outside looks like the 'privacy glaze' you see on most bathroom windows-I can't see the wrap at all until i'm within a few feet of the window, so my neighbors can't tell at all. Since I have no plans to open my windows in Winter, i'm also going to place some easily-removable cloth tape over the window joins-and again, no one will know unless they lift the inside shades and check.
I'll have a Window heater of my own in a few weeks, but it's going to look a bit more like this:
http://blog.makezine.com/archive/200...lar_panel.html
Why? Because my next door neighbors drink soda like it's oxygen (sorry Mom but it's true) I can grab some wood-framed glass door panels for $3 apiece, and I already have the paint. Also, i'm a cheapskate. Seriously, I started shaving my head two years ago because a can of Barbassol and a pack of disposable razors($2 a month) beats a $20 haircut any day...