Which direction (north, south, east or west) should I place plants?

If they thrive in full sun, put them on the south side. If they are shade plants, give them a northern or eastern exposure. You can find this info from a gardening friend or neighbor or in any good plant book--check your own book shelves or your library for help. Have fun!

You may need to purchase lower light plants.What have you tried to grow

South or west will have the most sun during the winter months.

The south side of the house is the best, or the west side of the house should bring you the most sun. We live in the cold NW and we cherish sunlight too. Hope this helps.

Yep, as other commenters have noted, in our part of the country, sunlight is at a premium during the winter months. Southern exposure, if you have it, will work best. Light received indoors isn't as intense as that plants receive outdoors (even tucked in a shady area outdoors), so it's essential you put them in an environment where they get as much light as possible. Some houseplants, such as the peace lily, and sansevieria a/k/a snake plant, will do just fine in low light environments. If you're trying to grow herbs, though, you may want to check around for a plant light to supplement what they receive. Also, even if the area around your window feels warm (air) in the winter, don't let the foilage of the plants touch the window glass, which will feel cold. Check for drafts around the window area too, you don't want to put your plants in a drafty area where cold air is leaking in on the plants. http://www.hgtv.com/outdoors/flowers-and-plants/houseplants/14-indoor-plants-for-low-light-pictures

Thank you everyone, I only have North and East windows, so will look into low light plants.