Low Impact Living (A THIT personal favourite) provides a list of tips on how to reduce your consumption and/or costs. What I like about this list is that they break them down by project "size". Here's a preview:
Something you can do today: "Turn down your thermostat when away or at night. You could save up to 1% off your heating bill for every degree you lower your thermostat. And, contrary to urban legend, it does NOT use significantly more energy to warm your house back up again."
Something you can do this week: "Install a programmable thermostat. Even though it is easy, many of us will decide that re-setting the thermostat by hand every day is a pain. So, let your thermostat do it for you with one of these programmable Energy Star options. Save up to 5% of your energy bill, and avoid emitting 1,000 pounds of carbon dioxide.
Something you can do this month: "Seal your heating ducts. Leaks in ductwork are some of the most costly and easiest to fix heating / cooling problems, often wasting 10% or more of your heating fuel. Find do-it-yourself duct sealing products here.
The full list is here. Oh, and the expression used as a title for this post was borrowed, with permission, from Mrs THIT's grandfather. He has a million of them, and probably a few more just waiting for the appropriate moment.