Electricity

Although some doubt has been cast on Energy Star (Wikipedia), you can certainly get some appliances that are much more efficient than others
Turn it off
Desktop power supplies range from 500W-1100W maximum power. Booksize computers run down to 40W (Newegg)
Use notebook PCs, look for Atom, ARM, and AMD mobile processors (unless you do video editing or scientific computing
Watch out for standby and 'vampire' power (limited gains)
Tune up and upgrade the heater instead of adding space heaters
Air dry clothes, don't heat dry dishes