Most of the big things have been mentioned already...
CFLs are a really easy way... the new ones are great -- if you get the "warm tone" ones, lighting is very similar to traditional bulbs. When you buy new appliances, look for the EnergyStar label. In the summer, close the blinds in rooms you're not using natural light in to keep the heat out. In winter, there's not as clear of an answer... how much sunlight you get determines whether you're going to get more heat from the light than you lose through the glass. A programmable thermostat is a great investment... set it lower at night and when the house is empty in winter, higher in summer, and only turn on heat/ac if you really need it. I live in DC and we made it well into October before we had to turn on the heat, and even then we had days where we turned it off. Also, depending on what temp you currently keep your house at, try setting it a degree or two cooler/warmer every week based on season -- 58-60 can be comfortable in the winter with a sweater, and if you do it slowly, you won't notice the change as much. In the summer, I think we go up to 75-78. Take advantage of nice weather and open your windows if no one in your house has allergy issues -- just make sure the heat/ac is off before doing this!
I hibernate my computer when I'm not using it -- takes less time to restart than turning it all the way off, and all of my windows/programs stay up, but it doesn't use any energy! On a laptop, it's usually Fn+ one of the keys on the top row of the keyboard (F1 on my Dell). Or, in Windows XP, hit shift when the "Standby - Restart - Turn Off" options come up and Standby will turn into Hibernate. Vista doesn't have this option... but you should turn off at least the monitor when you're not using the computer (if it's a desktop).
Only leave your cellphone, etc plugged in for as long as it needs to charge. This means paying a little more attention, but it uses less power, and according to someone at a phone store (not sure I believe this) will lengthen your battery life. Note: This "rule" isn't true for laptops, since they have a dual system -- when plugged in, they're not using power from the battery, if that makes sense.
Also, if you have rooms that are always dark, even in the middle of the day, solar tubes might be worth considering. They're kind of pricey, but provide natural light even on pretty cloudy days. The only "disadvantage" is that you can't turn off the light if you want it dark.
There's several books out there with tips on "living green" and a lot of them will help you save $$ because they teach you how to consume less without really changing your lifestyle. I'd say they're worth either buying or getting from the library, although I can't think of a specific one at the moment.