Which one is the best to use it to block the cold air through window during winter?

I used to cover the window opening with plastic, taped to the walls.

FORGET the rope caulk. It won't hold plastic shrink wrap. Without the shrink wrap, you will most likely NOT cover the actual leak. The window insulation kits mentioned before will include double sided tape to attach the shrink wrap.

Yes the insulator film is best. Use a hairdryer after it is applied, and you will get a secure seal wrap on each window. Thats what I do and I have noticed my heating bills considerably less than at this same time last year. It is currently 10 degrees outside and it has been cold for a full week here in Vermont.

My favorite is the 3M window insulator film that you shrink with a hair dryer and becomes crystal clear, then the double sided tape removes easily come Spring.