The most important step, and the one to take first, is to make sure that theair you intend to heat or cool is sealed in as much as possible. Ths may not be a requirement to seal the space 100% in the case of winter space heating since fresh air interchange is desireable for health. This is not rocket science.

• Heating or cooling of individual rooms is a far less expensive and more conservation minded strategy than centrally heating or cooling a whole house which may be largely unoccupied. Even if you have central heating or cooling, investigate room heating and cooling options for few people living in large houses. This may be less convenient, but the loss of conveniece is a small price to pay for having an inhabitable world in the future.
• Always make sure that windows and doors to the room you are heating/cooling are closed. Again, the inconvenience of having to open or close a door extra times on entering and leaving is a small price to pay (and may be the most exercise that some of us get in a day!)
• For room heating or cooling, simply walk around the space making an inspection for cracks around windows and doors. Inexpensive weather stripping is commonly available for these leaks.