1. Checking your insulation for heat loss through the ceiling and walls in your home might be lacking. Making sure that every corner including the space above the attic door helps decrease the heat you may lose. Pipes, duck work and chimneys have gaps that may need sealing as well.
2. Gaps in flooring, faucets, electric outlets, door and windows will need attention. Filling them with caulk and sealing them with the appropriate materials with ensure that less leakage of air. Replacing your lighting with a more efficient CFL or LED will greatly reduce energy your home may be producing.
3. Your heating and cooling systems will need to inspected yearly. Any unit over 15 years old might need replacing to a newer, energy efficient unit. New filters will help the unit run more efficient, otherwise it is working harder to get the dust and dirt out of your home.
Once you complete your own DIY energy audit and you are not seeing a change you might want to consider contacting a professional to better analyze the areas of your home that you might be losing the energy.