Depends on what style and type of windows and doors you have, but the links on this page have a load of great information:
I am not sure what you are asking?
Old windows leaking?
Installing new windows?
finishing wood surfaces on window frames?
If you are trying to "tighten up" your home you will need to look at more than just the windows and doors. Crawl / attic space penetrations etc should also be sealed up for better energy savings.
One way to test the effects of these efforts is to get a blower door test performed. This can give you a baseline to work from. These tests are often part of a more thorough home energy audit.