Installed some outlet baffles in the exterior wall outlets today. Supposedly you lose a lot of heat through these holes in your wall, and as cold as these things feel, I believe it. Sometimes I can even feel some air movement.
So you get these little foam pieces that just fit around the plugs, and should block the hole (if they were cut conservatively, which mine didn't seem to be).
Remove plate, put in foam, return plate. Couple bucks for the foam, couple minutes of time, and supposedly I'll get a return on my energy bill. I dunno, though. They still feel pretty cold.