If you have the kind of venetian blinds with horizImage via WikipediaIf you have the kind of venetian blinds with horizontal slats, like I do (like the one in the image) , there's a simple little trick you can use to help retain the heat.

When you're closing up for the night, angle the blinds the opposite way you normally would. I mean, angle them so that to look out of them you would need to look downwards through them and not upwards. Since heat rises and cool air falls, this will help to deflect some of the cool air (at or around the window panes) OUT, and the warm air (rising inside the room) IN.