Whilst providing useful space, a badly designed conservatory can be a huge energy drain for the house as a whole.
The key to avoiding this is to separate the conservatory from the rest of the house, so that it can only be accessed via an external (insulated) door, so that it can then be closed off at night and on cold days.
If you want a sunspace that is integral to the rest of the house, it needs to be designed as an extension, with lots more insulation and energy efficient glazing in place.