By the principal of the Law of Conservation of Energy it can (under normal circumstances) be proven that energy can neither be created nor destroyed, but rather it is merely converted between forms. In practical use that means that just about every single mW of energy that is consumed in your home becomes heat: i.e. If your computer is consuming 130W 24 hours a day then it is effectively a 130W space heater. To put this into perspective, if you have 12 100W lightbulbs on throughout your house that is a staggering 1200W of heat being created. Put that in concert with an air conditioner that fights all day trying to remove said heat and you have a revolving cycle of energy consumption that is both expensive, and an absolute waste of resources if it is for no particular reason. Heat may be seen as a nice side benefit during the colder months but more often than not it is in all the wrong places and makes for uncomfortable heat pockets, and could never be considered more than a nuisance heat source.
The obvious suggestion when it comes to lightbulbs is to only use as much artificial light as you need. If you can replace a 60W incandescent light with a 52W incandescent bulb and that doesn't adversely affect your quality of life then that's fantastic. But in and of itself a 52W incandescent bulb isn't "saving energy", but rather it's possible a more "right sized" bulb for some needs. I find it a little fraudulant the way there are a number of "Energy Saving" bulbs on the market that claim X% energy savings, when it's putting out that much less light (and hence may be less light than people want). In any case, if you are using artificial light because of window coverings, or just bad usage of rooms related to their sun position, then that should be analyzed. Skylights can be a fantastic way to eliminate a lot of artificial light presuming that they are efficient insulators and improve the ambiance of the room.
Another great way to reduce your lighting costs and almost certainly your air conditioning costs is through the use of compact flourescents. These bulbs are starting to appear everywhere and should be seriously considered by anyone who uses any incandescent lights. While sometimes they are a bit larger and more expensive, they last from 5 to 10 times longer than incandescents (saving you the cost of that many bulbs and the safety concerns and hassles of replacing them), and they emit about 3 - 5.5 times more light for a given energy consumption (which translates into that much less heat being distributed into the environment). While some models are still quite expensive, or about $15 CDN a bulb, I've seen a great selection and fantastic prices at a local IKEA (this is not an advertisement but rather is accolades for IKEA for making them available at from $3 CDN to $10 CDN) so if you have one nearby take a peek. Here's an interesting pdf from the Commonwealth of Pennsylvania, USA, regarding compact flourescents and it has some interesting facts, such as that 20-25 percent of the power generated in the US is used for lighting (and that's ignoring the amount that is used to air condition out the heat that the lighting is putting into the environment).