Insulating floor above uninsulated basement
I live in zone 5 in Chicago. I own a house built in 1883. The basement is uninsulated save the rim joists which have been sprayed with closed-cell foam. There are a number of old single-pane windows which I plan to brick in in some locations and replace with glass block in others. My question is whether I should insulate between the joists in the basement ceiling/main floor or proceed more quickly with the window replacement? Or do I just do it all as I am able?
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In general, air seal is more important than insulation for stopping heat transfer (i.e., loss).
With that in mind, you should probably start with sealing up the biggest air leaks in your house, which would include doors and windows. Replacing them is not necessarily the only or best solution.
After that, you might want to look into ceiling, wall and floor insulation in that order. As to the basement, it may be a better bet to simply air-seal it as well for starters - although leaky or improper vents on combustion mechanical systems could make that a bad idea. Lots of factors to consider in a house that old, here's another: installing any type of insulation in cavities that contain live knob and tube wiring is not advisable.
Considering the age of the home and your attempts to air-seal, your a perfect candidate to also test the home for radon after your home is energy retrofitted. If you want to locate the area's of concern contact your local utility and ask about a energy audit. Typically these programs are off-set by government subsidies which make it affordable to you and in some cases it may even be cheaper than doing it yourself.
In general, it almost always makes more sense to insulate your basement walls than it does to insulate your basement ceiling. For more information, see How to Insulate a Basement Wall.
So, you should think long and hard before you install any insulation in your basement ceiling.
Also note that neither regular nor glass bricks are good insulators. Consider adding storm windows on the inside, or the outside, or both instead.
Do you have historical issues? Actual window replacement will probably improve your comfort and noise level in the house the most, if not the actual heating bills. But if you want or need architectural windows, that could get spendy. You might not be allowed to change the exterior of your house. Other people on this site have suggested interior storm windows. I had these in a house I rented years ago. They were effect at reducing drafts and noise. They were a minor nuisance to operate and you lost your window sill to stash stuff (clutter) on. Worth a look if that interior look would be tolerable.
Last, some other people on this site have argued that if you windows frames are refurbishable, 1880s wood is a treasure and not something to discard lightly.