I've studied this -- a lot. It's a hobby of mine. And I've tried all this advice PERSONALLY and can vouch for the fact that it works. Our electric bills are about 1/2 what our neighbors pay -- and we're a family of four with both parents at home all day (running a business from home as well!)
1. Get those twisty "compact fluorescent" light bulbs if you haven't already. They use 1/4 the power, and even last much longer than regular bulbs! Replace the most popular lights in your house first (most bang for the buck). They are more expensive, but NOT IN THE LONG RUN. They pay for themselves, and quickly.
Throw away any of the old-style light bulbs -- sell them at a garage sale or something. They cost so much to run them that they aren't a good deal EVEN IF YOU GOT THEM FOR FREE.
2. Buy a surge protector/strip (even a cheap one) and put your computer router, DSL/Cable modem, your entertainment center, etc. on it. That way you can press the toggle switch and turn off everything COMPLETELY -- many items use electricity even when they're off. This provides a convenient way to save electricity that costs you NO INCONVENIENCE aside from hitting a switch before you go to bed, etc.
3. If you have any air leaks into your home, you need to fix them. Air conditioning/heating is the NUMBER ONE factor in your electric bill. Compared to that, all other items are a sloppy 2nd, 3rd, etc. So if you're losing A/C or heat through a leaky door, you need to buy a door sweep (simply screw it onto the bottom of your door -- I've done it twice, and I'm not even a handyman) or a roll of that sticky foam insulation to put around the door. Plastic on the windows can also be a good idea in northern climates in the wintertime.
4. Set your computer to use Power Management -- and keep the settings decently strict. Turn off monitor after 5 min, turn off hard drives after 10 min., standby mode after 20 min., etc. The first two only take 2 seconds to recover from after you return to your PC, and you've saved a lot of electricity in the meantime.
Also, turn off your PC if you're going to be away from it for more than 1 1/2 hours. NEVER leave it on 24/7. Computers don't need it (I'm a PC tech, so I am an authority on the matter) and their operating cost is NOT negligible.
5. Get an LCD monitor if you can afford it. Not just because they "look better", but because they are better for your eyes, and they use 1/3 as much electricity as a CRT (big fat picture tube) monitor. They also have no electromagnetic radiation -- unlike a CRT.
6. Practice mortification when it comes to A/C and heating. During the summer, try to keep the A/C set at 82 (or higher, if you dare). 82 feels quite comfortable when it's 90+ and humid outside. You might not be able to wear a sweater -- but should you be wearing a sweater when God made the temperature to be 95 with high humidity? Exactly.
For heat, anything above 62 is plenty warm in the winter. You might not be able to run around in your underwear, or in shorts, but shouldn't your house be a bit cooler in the winter than it is during the summer? God made the seasons to have different temperatures. We should be a little on the hot side in June, and dress a bit more warmly in December (assuming northern hemisphere -- Aussies just flip those months around!)
7. Dry your laundry on a laundry line. It's fresh air, exercise, better for the clothes, and they smell great. You don't have to buy fabric sheets, either. It's a win-win-win. You might have to use your dryer for real small items -- they can be a pain. And you need to use your dryer when it's raining, or during the winter in northern climates.