Check out this video on installing window insulation film.
Caulk and weatherstripping
Caulk any such gaps around window frames and add foam or other weather stripping around the moving parts.
Felt weather stripping is among the least effective choices. On the other hand, bronze strips and other metal tension seals can be very effective but difficult to install in less-than-perfect circumstances.
A good option for the bottom edge of double-hung windows or all sides of casement windows is self-adhesive foam. It is flexible enough to install on any window shape, but is relatively inexpensive and effective.
Finally, keep exterior window frames painted to maximize the air seal and prevent rot.
Remember, a little air loss prevents mold growth
Odd window shapes shouldn't prevent energy-efficiency upgrades. But don't go overboard. As with all sealing and weatherization, don't make your home so airtight that you are trapping indoor pollutants and moisture.