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If you need to replace your windows, select casement style windows whenever possible. Casements are usually more expensive than double-hung or slider styles, but they are much more energy efficient. They are also very secure against intruders.
The first energy efficient advantage of casement windows is the sealing method when they are closed. All of the weatherstripping is a compression-type. With double-hung windows, the top and bottom are compression seals, but the entire side seals are a sliding, non-compression seal. A compression seal is somewhat better than a sliding seal when it is new, but the big advantage is after the window is a few years old. The compression seal will still be airtight; whereas, a sliding seal may have lost some of its tension and be worn and leaky.
The second energy efficient advantage of a casement window is for natural ventilation. Since the window protrudes out from the wall, it tends to catch even slight breezes and directs them into your house. When you open a double-hung or slider window, it merely creates a hole in the wall. If the wind is not blowing in the proper direction, there is very little, if any, ventilation benefit.