Probably the easiest and most effective method of identifying flaws in the building envelope of a home is infrared thermography testing. Typically, theses nifty tests are an integral part of home energy audits (also known as energy assessments). The process of infrared testing is really quite simple: an energy auditor takes a visual inspection of the house armed with an infrared camera, and searches for structural flaws. The thermal detection technology, of course, makes that hunt much easier. Cracks and leaks in the building envelope become abundantly visible, clad in blue and green against red. Some problem areas might be predictable, near old windows, for example, but others could turn up where you might not expect.
Infrared diagnostic testing is great because it leaves you with evidence that you can always refer to. The result of the test, ultimately, is a collection of images showing the problem areas in need of attention, so even if you don't act on them immediately, you know exactly where to find them. From there it's only a matter of proper insulation and air sealing to fix things up, and you're well on your way to saving money (and living much more comfortably, to boot).
The leaks you find in your building envelope will likely be subtle, and in that sense might feel insignificant, but fixing those problems will certainly yield tangible results. Air leaks reduce the performance of insulation and can effect a number of rooms in any given house. Caulk sealing a baseboard downstairs could very well make the bedroom above much more comfortable -- and it will save you on energy bills year after year.