The Ug value, i.e., the heat transfer coefficient of the glass panes, is 0.5-0.6 for triple-glazed windows, while the Uf value (frame) is 0.9-1.0. With warm edge spacers, standard (70mm) profiles for large-area elements result in Uw values (whole window) of 0.8 to 0.7 for thicker profiles, and even 0.6 according to the Passive House standard. Compared to a standard of 0.24 for exterior walls, this is of course significantly higher, but not dramatic, and especially for fixed-glass elements, the additional cost for thicker profiles and glass is moderate.
South-facing triple-glazed windows with warm edge spacers (i.e., plastic spacers between the panes instead of aluminum/stainless steel) can also have a positive energy balance! Over the entire heating period, the solar heat gains are greater than the losses through the windows. Of course, the windows must be properly oriented (south), shaded from above in summer, and the irradiated surfaces must have a potential for heat storage/heat capacity (no wallpaper and no carpet).
For a west orientation, I would advise against large, especially tall window fronts.
As a general guideline:
North: small windows, no shading necessary
East/West: medium-sized window areas, preferably with variable shading, ideally external
South: large areas, tall areas, constructive sun protection through eaves, overhang, etc.
In addition to the cost of the window elements themselves, there are the installation costs and, for assembled elements, coupling profiles, and for stacked elements or elements with doors, also static couplings.
The additional costs for triple glazing compared to double glazing, and especially for warm edge spacers, almost always pay off.