when we bought our last house, ca. 1865, it had the swinging drapery holders mentioned above. they were used on the windows and glass doors between rooms. the whole house was freezing with drafts. i wish i had thought of quilted curtains. even regular lined drapes made a big difference although the drafts still chilled our delicate footsies and swirled all around the floors. also, when my dh climbed the ladder to change bulbs, he said it was about 10 degrees warmer up there. so multi-layers will be nice and cozy if you keep them close..
p.s. when we sold that house, thank g*d, we took the drapery swings with us. they now hold bird feeders that swing out of the way. i know you can buy them again at repro stores.