Doors and Windows - Windows and Doors

Moved into a house this summer and now that winter is here, this is one cold house! I think one of the major problems are the windows - they sure seem drafty. They are single hung vinyl windows with double pane glass. They have the normal narrow felt weather stripping that seems in tact. I imagine they have nailer strips all the way around and drywall wrapped on the inside. In my old house, I replaced all the wood windows w/replacements - a fairly simple job, but I imagine these would be more difficult. Is the proper replacement method to remove the aluminum siding around the window, replace and re-flash?? Any other suggestions?

The house also has a new three panel french door with two panels swinging which seems to be improperly installed. When closed, I can see daylight about 1/3 of the way down at the bottom where the two swingers meet and part way at the top where the panel meets the frame. I have tried replacing the weatherstripping w/o much improvement. Looks like I might be able to shim the frame between bottom hinge and stationary panel to correct the problem. Might be able to see the shim, but guess that's better than seeing daylight. Does that sound like reasonable method of troubleshooting??

Thanks.