Cell shades (also known as honeycomb shades) can save you money on your heating and air conditioning bills. They work like a storm window and trap the air in the cells. In the winter they keep the heated air in and in the summer they keep the cool air conditioned in. As shown below you can get single, double or triple cell shades, the more cells the more energy efficient the shade.
They can be light filtering and are available in a large assortment of colors and fabrics. Even the light filter ones block out up to 90% of suns damaging ultra violet rays.