I would put blinds on the outside of the windows. Once sun has hit the window glass, you already have a lot of heating. Curtains or blinds that seal all edges (including the top - which is why pelmets are good) stop the air exchange between the window/blind area and the rest of the room. Cellular blinds are much better insulated than others - but make sure they are sealed. Many shops offer an inexpensive custom made service, which is probably a good idea to get the right fit.