Depends on the material you are using and the effect you want to make - tabs or eyelets probably not so good for traditional look, pleats are not so good for modern look. For extra insulation you can interline curtains - though is a step too far for my pocket or curtain making expertise. What is most important is that the curtain rail/pole is very firmly fixed to the wall as the curtains will be very heavy.
I would choose a heading such as goblet, pinch pleat or box heading which are all very smart/elegant and good for long heavy curtains. I'd have the curtains lined and then interlined with thermal interlining, which is pricey but really helps keep the warmth in. I'd always suggest using a professional curtain maker for such a project (rather than John Lewis who sub-contract it out and charge a big mark up). They can help you decide on headings and measure up and many will have a fitter to put up poles as well as curtains. You could try looking in your local library for curtain books for ideas. Some basic info here www.alternative-windows.com/curtain-headings.htm HTH