I live on the Canadian prairies. -40 is normal. I replaced leaky sliding aluminum windows for triple pane, low e windows. The difference in heating costs was minimal...I went from $600 a year to $550, however, I did put those plastic window kits on the crappy windows every winter. In most homes, windows take up a small portion of total wall area, so any improvements will be minimal gain. Essentially, if you are replacing double pane with triple pane, you are replacing a few dozen square feet of R4 with R6 (ballpark). Unless you live in an area with extreme climate, payback will take decades.
That being said, there is improved comfort level...you can walk past them in winter and not feel a chill, and it reduces outside noise. If you're doing it to save money, you probably won't. If you're doing it for the comfort value, then it might be worth it.