First thing you need to do is to assess the likely energy losses in your home. Are you in a cold or warm climate, what exposure do your windows have, what kind of windows do you have?
In the Northern hemisphere, a south exposed window lets in heat. In the winter, this helps by heating your home, but in the summer, it hinders you by causing you to need to cool your home more.
If cooling is the bigger energy sink for you, then you should consider a UV window film that you can place over any south-exposed windows in your home. This will decrease the heat coming into your home from the sun, and help your cooling expenses.
I'd suggest getting rid of any standard light bulbs you have and replacing them with energy-efficient fluorescent light bulbs. At least do this for any lights you leave on for more than 4-5 hours a day.
Make sure you weather-strip all windows and doors in your home to prevent drafts, as well as make sure you're not getting any air exchange in your chimney or venting.
Also make sure that your water heater has a water heater blanket on it, that the pipes for hot water are insulated if necessary, and that the water heater isn't turned up past 120F. In fact, turn the heater down to as low as you can without making your showers cold. I keep mine at 110F and it's perfectly fine. Turn your water heater down to the minimum when you're on vacation as well.
If you can stand it, at night turn your thermostat down a bit and put on an extra blanket. If you happen to have a modern thermostat, you can program it to automatically heat the house back to an acceptable level about 30 minutes before your alarm sounds in the morning.
Make sure you unplug energy vampires when you're not using them. These are things like cell-phone chargers, video game systems, toasters, and the like. These use power even when they're not in use unless they're unplugged.
There are many other things I'd recommend, such as ensuring that any air ducts you have are located in insulated space, removing any recessed-can lighting you have, checking the quality of your windows and doors, and ensuring that your caulking is up to snuff, but these tends to cost a bit more and be more labor-intensive.