Sailing efficiently upwind takes more than cranking the jib in hard and pulling the main as tight as it will go. Sails need airflow across them to create lift, just like airplane wings need airflow across them to get the plane off the ground.
Next time you fly, try grabbing a window seat and watching the wing while the plane rolls down the runway from a stop. At first, the flaps are extended to give the wing more surface area -- hence more lift. After the plane is off the ground and up to speed, the flaps are retracted for less drag.
Try the same on your boat. When sailing upwind, pull in the jib and main the way you normally do. Then ease them out a bit. Remember the old saying: When in doubt, let them out.
As you sail upwind, try this:
First -- Ease the main. Let it out until you get a nice "bubble" in the luff (up by the mast) which refuses to stay full. Keep the bubble fairly small, though, and try to keep the area from about one foot behind the mast to the back of the mainsail full. Look at the telltales on the back of the main (pieces of yarn work, but marine stores sell dedicated telltales) and try to get them streaming straight back from the sail.
Next -- Ease the jib. Let it get some shape at the front. Again, telltales will "tell the tale," so try to get the inside ones falling down or generally lethargic (stalled) and the ones on the outside of the jib streaming vigorously back. What you are looking for is a jib with a nice rounded front and a thinning exit to the leech (trailing end) of the jib. Again, think airplane wing -- wide at the front, narrow at back.
Now -- Drive for speed. Fall off a bit. Steer slightly downwind and don't try to head as far into the wind as you know the boat will go. Give her some air, and let that increase in air move over the sails. Steer to the heel of the boat. When you are heeling noticeably more, turn upwind slightly. Turn down when the boat stands up.
If you are racing, have the crew bring in the jib, then the main, with your increasing boat speed. (Just like the pilot retracting his flaps). Then try to head closer to the wind without losing speed.
If you are not racing -- enjoy. Watch the telltales, feel the boat and tiller. Fill your lungs with the good ocean air and remember -- you needed this.
And so did your sails.

