1.) Check snow coverage on roof.
The home we purchased last year had only half the roof covered with snow, but the neighbor's roofs all had a good pack.
There were many good things done to it already(3inch foam around the foundation, double-pane windows, steel siding) but the 2nd floor addition wasn't built right structurally, and I'll bet some insulation on that side is missing as well.
We'll open 'er up next spring and find out.
2.) Use an infrared thermometer on walls and ceiling.
My fathers tenants were complaining about low heat and a high house bill upstairs, so I took the trusty infrared thermometer along. The temp outside was 25deg.
All of the walls on both floors measured 63-70deg except for one room (on an extension) where the sliding door glass measured at 51deg. We'll get some curtains and/or plastic and mabye install a double-pane next year.
The ceilings in the units all measured around 63deg, but in the stairwell it was 47deg. Going into the large unheated attic I found there wasn't even insulation over that whole area, and the other insulation under the floor was R11.
3.) Feel for draft with the back of the hand.
Much more sensitive. A room can be warm, but forced air systems and drafts make the most difference in preceived comfort.
They use smoke machines in some auto shows to find engine vacuum leaks, but I'm not sure if these are safe for residential.
4.) Take a thermal imaging picture of the house.
Pretty expensive and extreme, but heating costs and material prices aren't going to fall over time.