I have been having a heck of a time getting the people in my house to remember to turn off lights. We have inacted a penalty of 10 sit ups or 10 push ups. This helps them get fit while they are forming a new habit LOL
Small budget items that have big impact
Change the light bulbs in your home to compact florescence (CFL)
Install Plug insulators. You can pick these up at your local hardward store
Purchase a programable thermostat
Turn off lights
Shut off the water while brushing your teeth
Unplug electrical items that use electricty when not in use