It's simple to put up, you just put the included double stick tape around the frame, stretch the film, which is a little like non-sticky plastic wrap, over it, and then hit it with a blow dryer. It magically tightens and becomes virtually invisible, most guests don't realize we have it up unless we tell them. Don't believe us? See for yourself:
As for the most important part? The house is definitely warmer than it was without the film. It's made a noticeable and big difference.
We picked ours up at our local Ace Hardware, but you can also buy it from their website ($11.99 for a kit that will cover six windows,) or at your own local hardware store. There are several brands on the market, to date we have tried several and haven't noticed a difference beyond price, so recommend going with the cheapest version you can find.