Ned points out a piece by the US Energy Information Agency on home energy use. Home heating and cooling has become more efficient, but our appliances (everything from refrigerators to TVs to computers to the dozen or so thing charging via wall warts) take an increaing amount.
It is useful to note that this is the end use of energy. If you look site and primary energy consumption an interesting picture emerges. Due to efficiency improvements home space and water heating have become more efficient even though there are more and larger homes - the net effect has been fairly flat consumption. These tend to use natural gas, so the conversion of fuel to heat happens in the home with fairly low system loses. Electric demand, on the other hand, has risen and it is usually generated by burning a fossil fuel remotely. Inefficiencies of the process of converting the energy in fuel to electricity and transporting it to the home are large - about 65 to 70% of the energy is wasted so the amount of fossil fuel used has risen dramatically.
If you worry about global warming moving to non-carbon sources of electric generation are very leveraged as is cutting demand where the energy is used. If you worry about saving money, reducing your energy use is very important. Getting people to do this in their homes has been difficult and energy efficiency standards have proven to be useful, although much more can be done.