One quick & easy DIY trick is to light something that will smoke (like incense) and, when there is a strong temperature difference between inside and outside, walk around the inside of the house very slowly. Look for drafts that either pull or push the smoke. Common locations for leaks are around outlets, around plumbing where it comes through a wall, around windows & doors, the windows & doors themselves, along the eaves of the roof, at the openings for attics, and the house sills.
Also, if you have cobwebs, you have a draft. The webs tend to form in the area where the draft is strongest.
As for the sills - it was once assumed that the pressure on the sill from the weight of the house would be sufficient to seal any gaps between the sill and the top of the slab/foundation wall. This turns out to be incorrect. The sills are a common entryway for cold air, which is then pulled upward into the rest of the house by the "stack effect," caused by heated air rising.
Another possibility is leaky ducts in your heating system. There are several tapes commonly used for duct sealing that are entirely inadequate, so their glue breaks down in a relatively short time. Since your ducts come in via the ceiling, if they're leaky, then the hot air in the room could easily go right back out the way it came in, dissipating into the space above the ceiling via the duct joints.
Note: If you have ANY combustion appliances in your home (gas stove and/or oven, gas heater, oil furnace, woodstove, etc.) you should not start sealing leaks without getting an energy audit done. It is imperative that you ensure adequate, and appropriate ventilation in your home, lest you wind up giving your family carbon monoxide poisoning.
Good luck! Once the problem is solved, your family will be much more comfortable.