First question is where are you located?
What style of house is it? Two story, Ranch, Cape Cod...etc
Are your walls and roof insulated?
Is the insulation in your attic laying on top of the ceiling or is it tucked up into the roof rafters?

You indicate 20 windows.... at $750 to $1000 each to replace and install.... that would be an expensive project. Poor windows have an R value of about 5. Excellent windows have an R value of 11....but a 2x4 Wall would normally have insulation equivalent to R13....so even changing all your windows to the best on the market would not get them to perform better than your standard walls.

I would suggest getting an Energy Audit...which involves a certified technician coming out to your home to perform a Blower Door Test so that he can establish how leaky your house is to air infiltration. Air leaks are the greatest source of heat loss for any house regardless of the amount of insulation the house may have. A blower door test will show you where air leaks are occurring. Generally speaking it is thru the roof and all of the penetrations which occur there but it certainly can be at windows and doors. Once you find all your leaks and than fix those leaks....you may not be able to completely eliminate them but you can minimize them.....than yo can do a follow-up blower door test to see how well the work was performed.

I always would suggest getting an independent Energy Auditor to do the testing....one who does not work for a company who might do the repair work...otherwise you are faced with a conflict of interest where the auditor might be trying to "sell" you various repair remedies which are not really needed or appropriate.

I can give you links to LOTS of articles about the do's and don'ts if you are interested. Just let me know.

Best Regards,
Dovetail Group