[alistairSH]

In slightly cooler climates, the answer for sleep is to open windows. This works in much of Europe, even through summer.

But of course, not really feasible in Atlanta or Phoenix. Nighttime temps are too warm.

[eru]

We are talking about places that need heating here.

In general, you should either run the heater or have your window open. Both at the same time is bad news for your energy bill.

[deno]

Open windows in a city often means you are invinting in pollution, both air and noise.

[JoshTriplett]

Exactly. Current HVAC systems have extensive filtration; some HVAC systems have HEPA filters.

[dolmen]

Opening windows also helps to evacuate inner pollution coming from furnitures, wall paint, parquet and other chemicals...