I saw a home show where they suggested using plastic kits that are
applied by using double sided tape and a very thin sheet of plastic.

I just tried them in my den. I stuck them to the double sided tape but
I have not heated them with a blow dryer or trimed the edges yet.

Anyone use these?

From what I understand the pocket of air is what provides the
insulation. The plastic will be covered by drapes.

Is shrinking them with a blow dryer necessary? I would think that
shrinking them would put more tension on the double sided tape.