Air leaks in the structure of your home will make you feel cold and uncomfortable. There are many ways to find the leaks, and the easiest (though most laborious) is to check doors and windows by hand. You will be able to feel the exchange of air or cool spots around the openings.
Finding leaks in other places will be a little more difficult but well worth the effort. Attics and crawlspaces are notorious for having hidden leaks that you may not know about. You may get a little dirty as you slither through a crawl space, but the savings will pay off when you find and seal those openings.