Also, a bunch of your appliances (stereos, tvs, computers) and chargers use energy even when they are off or not charging anything. It's called vampire power. The easiest thing is to put those things on a power strip, your computer stuff should be on s surge suppressor anyway. Then when you turn of your computer, click off the power button on the strip and your printers, monitors, harddrives, speakers, will all also stop sucking power. Same with TV/DVD, games, etc. And unplug every charger you have when you're not using it, cell phone chargers, rechargeable battery ports, dirt devils, whatever. Make a charging station out of a powerstrip and then just turn of the strip. (Also, saves on wear on your rechargeable equipment. Nothing should ever be constantly charging, even cordless phones. It wears down faster.)
Always look for the Energy Star label on new appliances. Especially be wary if you're looking into a big tv. Shop shop shop around and turn off when you're not using. Their standby vampire power is more than most old tube tvs, just so you don't have to wait for it to power up.
If you're in the market for a new power strip, these guys in Chicago make a cool thing called the Eco-strip, which has a usb port to sense when your computer shuts down, will turn off for you. Great for offices and forgetful people!
http://www.theecostrip.com/
I'm just gonna do some really obvious ones now too:
If you're just using the microwave to boil water, use the stove. Cheaper, faster, more eviromnentally-friendly. The microwave is the devil.
An empty fridge uses more energy than full, especially the freezer. Fill up the space with bread, cereal, water, frozen food, whatnot. Also, turn it down a notch.
Put on a sweater.
Only heat and light the room you're in.
Don't run a space heater while you're sleeping. Dangerous and not nec if you just throw on an extra blanket, heat the room prior.
Try a hot water bottle to prewarm bed! It's toasty!
Timmy-depending on how your space is laid out, you may have better efficiency using the central heater. They are usually more efficient than a small space heater. The exception would be if you ended up heating a lot of space you don't use.... but this being NY, I doubt that's a problem. You could close the vents in the kitchen and bathroom or any other less-used room and it'll heat living, bedroom more efficiently.