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Double-glazed is 1.4W/m²K so it's ~4x improvement over single glazed 4.8-5.6W/m²K. At the same they are maybe only 1.3x more expensive, so I think it's still worth it.
Triple-glazed is 0.6W/m²K so it's nearly 10x improvement but on the other hand I don't think it makes much sense in a traditional (non-passive) house as heat will leak elsewhere.