(http://www.andersenwindows.com) with low E glass, but there are many brands and styles to choose from. I try to convince people to go with more regular windows instead of many, many sliding or french doors. This can reduce the amount of glass in the room significantly and make it easier to heat and cool. Also, if you are going to have a couch against one wall then it is better if the windows start above the back of the couch instead of having full length glass all the way to the floor.
For heating, I would first always consider connecting into your main hvac system whenever possible. Usually this is best done by adding a separate zone. Using zones makes it possible for you to heat a larger area with a smaller system because each area only calls for hot or cold as needed and not all at once. If you really want to cheap out on the zoning you might consider this: http://www.jacksonsystems.com/zone_one.html I've had good luck with it for single room zones that I want to "set back" frequently.