Curtains!

In our living room, we have 4 windows and we have gotten by with the neutral, white, roller shades left by the prior owners these last 4 years.  Each winter I swear I will buy curtains and reduce our heating costs -- it's a big room.  Did I mention our windows are original to our 1968 home?  Yup.  And they show it.  Especially in the winter with drafts.  Anyhow, we are on our second set of curtains and will be returning these too.  I don't know why the right ones are so difficult to find!  I'm very frustrated and could use advice.