I say insulation should be at the top of your list. I would also take a look at your water pumps.

Here's a few of the items we actuallyp ersonally suggest when going green: http://xtremegreenhomes.com/green_options.php.

We have written on good bit on this subject: Please take a look at these blogs we wrote!

http://blog.akatlanta.com/2010/11/10-mistakes-not-to-make-when-heating.html

http://blog.akatlanta.com/2010/11/7-winterization-tips-to-keep-your-money.html

I have yet to survey a home that didn't need additional insulation and more importantly....air sealing. 

While HVAC systems are typically older in most homes that we audit, every home that I have ever been in leaks too much air and much, much more than is required.

Air Sealing and Insulation would be #1 and #2 on my list.  After that, items like HVAC and windows will jockey for position depending on the condition of both. 

When it comes to energy efficiency, adding insulation is the most affordable upgrade that can be done to a 2-story home. With good insulation, there will be an immediate return on the money spent. A high performance energy efficient heating system is also very important. Energy efficient heating and good insulation work hand in hand by paying the homeowner back hundreds of dollars a year, along with the home being much more comfortable to live in. Lifetime aluminum metal roofing should rank very high on the priority list for an energy efficient home; certainly among the top three upgrades. The product itself is made from a very high percentage of post consumer aluminum. It is also considered to be among the most long lasting sustainable roofs that can be put on a home.There are aluminum roofs that are well over 100 years old in the USA. These roofs have very high reflectivity, which equates to high energy savings during the summer months or in the south where air conditioning is needed. These energy star rated roofs can save as much as 30% on energy as it relates to cooling costs. With proper insulation, energy efficient heating, and metal roofing, the home will have optimum energy efficiency and continue to remain at the most comfortable temperature based on the given seasons.

The first thing to reduce energy is to see where it is being wasted.

 An energy audit with blower door test and infared camera is the best place to start. 

 The list of upgrades range from adding insulation, to replacing HVAC systems and everything in beteen, such as new windows and doors to installing smart theromstats. But because each home is different and has different needs the only way to be sure your upgrades are right for your home is to start with an energy audit.