Step 1: Lights
1. a CFL on there own reduce electricity use by around 75 percent depending on the bulb itself but the effectiveness of the bulb is cut by about 25 percent by being on dimmer switches and tend to burn out a lot faster than normal bulbs.
(edit: as valhallas_end said it is not a good idea at all to put CFLs on a dimmer only bad things happen like burning the bulb out or hitting the breaker.)
2. similar to dimmer switches, electronic timers tend to cut the life of the bulb as well.
3. for those lights you use the most often or you want to leave on for long periods of time LED light bulbs are a great alternative to the normal incandescent and the even the CFLs. plus LED bulbs last a lot longer than normal light bulbs.
4. in the theme of not leaving lights on motion sensor lights are the best, they turn on only when you pass and turn off seconds after you have left, little to no energy wasted.
Step 2: Your electric stuffs
1. use the energy saver that is built into every operating system and things will start to turn around for you.
2. turn off power strips or even unplug them when an area such as your desk or home theatre is not in use. it saves a lot and those stereos always use a whole bunch o' energy when they are in stand by mode.
Step 3: Appliances
many homes around the country have a standard washer, dryer, freezer and refrigerator.
the washer and dryer are in general very efficient but can be made even better with a few changes. when you wash your clothed use cold water for the rinse cycle warm water does not get your clothes any cleaner.
most are top loading which means that the drum that holds the clothes has to spin very fast to get all the water out that it can. the new style of front loading is not just cool looking but is more effective at getting the water out and uses less as every thing will eventually hit the water it uses less and can generally hold more with out damaging the unit and thusly last longer. plus using more of a load a can save in the long run by using less loads and that means less water.
hanging your clothes for a bit before the dryer can cut a long dry time in half if the clothes are only damp not soaked. if a load is mixed with heavy and light items let the heavier items line dry for longer and put he light items in first to save on drying times.
Step 4: Appliances cont.
in the freezer scrape off that frost that build sup on the sides as it cuts down on the effectiveness of the freezer and can actually kill the freezer faster than if it didn't have a big layer of frost. check the seal on the freezer door it could be leaking out and chilling down the house which makes your AC have problems which is also covered in another step.
check the cooling settings, the fridge does not need to be frozen and the freezer does not need to be like Antarctica to be good at freezing stuff.
cleaning the coils to the fridge every once and a while and the unit will stay alive longer and be more effective.
Step 5: Heating and cooling
at night it is a widely used practice to turn down the AC about 5 to 10 degrees it saves on the bill and makes your bed that much more comfortable at one in the morning when your foot escapes the covers and shrinks back in.
weather strip the doors. don't go as far as duck tape and concrete but making sure your windows have good non corroded weather strips every year is a good way to keep the cool out in winter and in in the summer.
use your windows! on sunny days open the blinds to let in the natural warm and it is free!
make sure your AC is clean and prepped for the season ahead if you do you wont be sorry.