Replace the A/C unit with a new Energy Star rated unit. Insulate the water heater with an external blanket, and insulate your hotwater pipes as much as you can. Gas furnaces are pretty efficient, but you can have it's efficiency checked by your gas utility.
In general, by the smallest appliances, with the highest Energy Star rating you can. Replacing light bulbs is fine, but the biggest users of power in a house are the fridge (because of the compressor and self-defrost) and appliances with electric heating elements, like driers and toasters.
You can wash most clothes in cold water with a good detergent.
Install a water-saving showerhead.
In other words, if you think small, think insulation, think conservation, you will be thinking energy efficient.