Do the windows in your home seem to have a fog or mist inside of them? This could be the indication of a serious problem. Usually, it means that there is a leak in the seal that keeps the gas inside your double pane windows. Double pane windows are usually much better than single pane windows at blocking cold and sound from the outside, but if the seal around your windows has failed, this is no longer the case.
On most double pane windows, a silica gel is used to keep it sealed. The gas between the windows works as an insulator. The most common reason why the silica gel fails to seal the window is the effect direct sunlight has on this gas. When it heats up, the gas expands and stretches out the gel, then, when it cools, it contracts, thus causing damage over time.
Once this seal has failed, there is no cheap and easy fix, and you might be best off replacing the window altogether.