I do a lot of caulking. I look at water/airflow and determine what needs to be done, and if possible I seal outside. Sealing inside would still allow water to get in the cracks/crevices, so I caulk outside where I can.
Caulking panes of glass? That can be messy, but after the stuff dries you can scrape it off with a razor blade scraper. It's just tedious work and takes a while. Cut a SMALL hole on the end of the tube, so it doesn't come gushing out.
Also, plastic can be stapled over window frames to stop airflow and water leakage.