I've got a confession to make. I am an energy waster by every definition of the word. My house leaks heat and energy at every crack. I drive too fast and my car doesn't get very good gas mileage. Guess what? In 2005, this has come back to haunt me (in the form of increased utilites and gas bills). One of the best things you can do for your home is replace your windows with the new styles that have come out in the last decade or so. If you have windows several decades old (like most of us do), a huge amount of energy is lost every single day through your windows. The upfront cost is well worth the investment to save you some serious heating and cooling money down the road.
1) Do a search for 'energy efficient windows.' Here's the problem. You might be searching for the wrong stuff. 'Replacement windows' might be what you think you want, but 'energy efficiency' is really what you want. More money in your pocket is better regardless of the terminology. Make sure you are using the correct search terms.
2) Use multiple information resources to compare possible suppliers. There is more to the world than a simple Yahoo search. People sell all sorts of things on Ebay and Froogle, and that includes replacement windows. Make sure you are looking at multiple suppliers to get the best deal that you possibly can. Once you have several suppliers that can possibly fill your order, pick the best deal available.
3) Learn about the different types of replacement windows. Just because you want to replace your home's windows, doesn't mean you are an expert. Do the research on buying replacement windows for your house. After you've done all the research that you've been looking for, you'll see that there is definitely a right way and a wrong way to go about doing a search for your new windows.