How do I soundproof my windows?

Question:We own a 2-bedroom apartment that is right along some railroad tracks with trains whizzing by every few minutes during rush hour. I hear it's impossible to completely soundproof a window but I'd like to do as much as I can to block out as much of the noise as possible. What are some things I can do that would avoid making my windows look hideous? Should I invest in double-paned windows if I plan on installing window air condition units? Or would the A/C opening completely defeat the purpose of such windows? What are alternative air conditioning solutions that don't involve cutting holes in walls?

Answers:
Dual pane is #1 choice. Also "heavier" drapes help deaden sound.

You can get individual air/heat units for individual rooms. (I have 5) #1 brand is Fujitsu. These units are installed all over the world and their popularity is gaining rapidly in the U.S. They also eliminate the need for exterior sheet metal ducts.

There is also a system that is used in older homes but I think it is much more expensive. The company advertises in Preservation magazine and Architectural Digest. I think the name starts with "Uni" someting.