A few years ago, I took the Energy Hog Challenge.  I followed most things in their checklist to a "T."  to my surprise, we had a fairly significant savings to the tune of $20 to $30 per month.Some of the tasks with the most impact (in my opinion and observation) were changing out the 5 most commonly used lights in the house with energy saver bulbs. 

Replacing the entire house seemed unnecessary as many rooms were rarely used and the cost savings over the life of the bulb wasn't there.The second most effective change was turning down the hot water heater, most of us don't have the hot on full blast when we take showers, so the heater is commonly over heated.  Over a couple weeks we adjusted our hot water heater to a comfortable level and saved a ton on water heating costs.Last but not least was air escapes. 

Plugging those pesky gaps (even the size of your pinky helped keep the home warmer in the winter and cooler in the summer months.  Will also keep bugs and insects out.  Our biggest hole was where the AC lines came into the house from the garage, was about the size of a golf ball. 

Some "Great Stuff" foam and ten minutes we were all sealed up.With winter months coming, I highly recommend you use the Home Energy Saver Audit tool to save money and more efficiently heat your home this winter.