If you have the means, these suggestions will eventually pay for themselve in energy savings:

• Upgrade windows to dual pane low-e models.  Get the right ones and they qualify for up to $1500 tax credit.
• If you have a pool, replace the pump with a variable speed model, like the Pentair Intelliflo listed on my products page.
• Upgrade older appliances to Energy Star rated or better: clothes washer, dishwasher, refrigerator.
• Improve ceiling and wall insulation: consult a pro, but I had good luck with blown-in cellulose in the attic.
• Install a solar hot water system.
• Install photovoltaic solar panels - this should be the last step after all other efficiency techniques have been attempted.