Does anyone have double glazed windows?

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Our home is always cold in the winter, even when we turn the heat on. I was reading about possible causes and I heard that low quality windows don't insulate very well. Some people I talked to told me that I should get windows with double glazing. Does anyone here have those? Have they made a difference in the temperature of your home or your heating bill? I feel like I have to walk around wearing a sweater and wrapped in a blanket sometimes just to stay warm, even if our heat is on. I found a website that talks about double glazing ( http://www.doubleglazinglocal.co.uk/ ) but I don't know. I'd like to hear from someone who has this type of window and get their opinion. Thanks!