Anyone who is building a house or considering an upgrade to their current windows, should take a look EfficientWindows.com. This site lists a lot of information about what types of windows are available, and which windows will work best for your location and budget. Information on the different types of frames, glass, and gas fills can be found.

If you have an old house with aluminum frame, single paned windows, you could be wasting a TON of energy.

Vinyl window frames are much more efficient. Vinyl as a material does not conduct heat like aluminum does. Additionally, vinyl window frames are generally hollow (aside from the necessary structure to make the frame stable), which produces pockets of air. The pockets of air actually do a better job of buffering heat transfer than a solid frame would.

Another thing to consider is your glass. Old windows were a single pane, which didn't put very much space between the outside and inside air. Most modern windows will generally be at least double pane (two pieces of glass separated by gas). The gas between the panes can act as an insulator as well. One of the common gasses used is Argon.

One last big thing to look into is LoE glass. LoE glass has a transparent metal coating on one side of each pane of glass (assuming a dual pane window). This coating helps reduce the transmission of heat through the window, thus making the glass more efficient in both the winter and the summer.

Those are just some of the basics of finding an energy efficient window. There is tons of other information at the website. Remember to look for high R-values, low U-values, and the Energy Star label.