A/C window units can suck a lot of energy. However, sometimes using them is just unavoidable, especially if you live in a warmer climate and can't afford a large central unit. If you live in a place with mild winters and are using a window unit during the winter months, then you might want to consider covering them up during the winter as they tend to let cold air escape rather easily.
If you're not using it during the winter, then you might want to remove your window unit from the window entirely and store it somewhere safe and dry to prevent mold from growing on it.