Install more compact fluorescent bulbs. Put them in your most frequently used fixtures, including those outdoors. Replace exterior incandescent lights with compact fluorescents and put them on a timer or motion sensor if they're on more than a couple of hours a night. Convert to solar water heating, and perhaps also supplementary solar space heating. Upgrade your water heater, furnace, boiler, air conditioners and refrigerator to more efficient models.
Newer units are far more efficient.
Upgrading is often cost-effective and definitely so if you need to replace failing units anyway. Also, if you've weatherized and insulated, you'll be able to downsize the heating and cooling system. Replace toilets with modern water-efficient toilets that use 50 percent to 80 percent less water. Install awnings or build removable trellises over windows that overheat your home in the summer. Plant a tree to shade your largest west window in summer.