It makes no appreciable difference to your bills. You could buy one of these:
EnergyBuddy to see for yourself. The big differences you could easily make are: reduce your thermostat in the winter, raise it in the summer, get a programmable one and program it to extremes, reduce usage of your hot water, dryer, washer(s), oven, get energy-star low volume refrigerators, switch all your lightbulbs to .
CF blubs