They are a hole in the weather that you throw money into. But as far as holes in the weather go, some are better then others.
We haven't truely braved any weather yet in this house that pregnant women has felt cold in. Our lowest so far is about 8 degrees F. But as soon as winter winds started to blow my last house was a shiver fest. No matter how much I tried to cover windows and unused doors the rest of the house was always leaky enough that cold air lurked around every corner and blew across your legs. The propane fed flames that kept our house reasonably warn worried me, but not as much as the leaky gas line to the hot water heater that made it possible to take a warm shower. We used to turn on the space heater in our bathrooms just so we wouldn't shiver after our short showers (never enough hot water).
Now, any space in which there are people or cooking or sunlight, there is warmth in our house. Often times enough where I will open the window for cooler air. And the ground water in floor heating runs through a heat exchange to preheat the hot water.... even when the power was turned off to the water heaters - we didn't notice for 3 days.
So why is there such a difference between the last house and this one? There are lots of reasons.
#1 The last house has no southern exposure and only 1 small south window- so we had no passive heat. This house was planned to face south with a greenhouse to gather passive heat. Passive heat is also gained through the windows on the upstairs that face south. Our roof is angled so that in the summer we do not get the direct sun rays through our windows reducing heat gain.
#2 This is house has few northern and western windows and a nice pine windbreaks on the north and west. This reduces the windchill on the house from those cold north winds. The last house was in the middle of a field and had lots of doors and windows facing west and north.
#3 This house has it's north end built into the ground about 4 feet. That is 4 feet of earth insulation. The last house was 4 feet above the ground. So we could even get cold winds underneath it.
#4 Insulation- this house has 6 feet under it and it's walls are a massive 12" of Styrofoam. Each window actually is 2 windows, one on the outside of the wall and one on the inside. The last house had "Standard" insulation, that left many heating vents and other places on the outside wall uninsulated. Our current house has nothing to break the insulation on the outside walls, even the power outlets are inside the insulation.
#5 surrounded- this house is surrounded by empty- insulating space. On the north we have 4 feet of ground. On the south we have a green house, on the west we have our garage. That leaves the east side available for windows that open directly to the fresh, cool air. This is really nice when I am cooking.
Well that is all I can think of for now as the major comparative differences int he warmth of these 2 houses. So - location, planning, southren exposure, lack of northren exposure and insulation. Keep those in mind if you ever build in a cold climate.