This is something I'm looking into at the moment as I live in a '30s block of flats with no insulation. Having a preliminary look around, the easiest way I think is to insulate the inside of the flat. The only downside is that you do lose a bit of space because of the thickness of the insulation. Googling 'interior insulation' throws up lots of options. I'm not an expert, though. Would be interested to hear of options myself.