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Just done internal insulated plasterboard on external walls and the plasterer is finishing today. Probably cost 4k all in with me and a mate (paid)doing the fixing which was complicated by having the central heating pipes in a foil lined box at floor level and cutting a rebate in the insulation and fixing a plasterboard to the insulation and stud round the floor.
Probably take several years to make that back in gas bills but it means more comfort in both winter and summer and a lower EPC rating when we eventually sell.
It is something way easier to do in an empty property so I would do that over windows as they can be done with little disruption
Some of them have interior secondary glazing which is handy, but it's not feasible everywhere. On some of them the cast stone exterior sill has blown due to the reinforcing bar in it rusting, so the whole area needs dismantling anyway.
We're not getting exterior insulation done (if you mean cladding the outside of the building), Interior insulation on external walls has been proposed, but that may be something to jettison partly because of the cost of it in and of itself, but also because all those walls would then require replastering.