I don't mean to just dismiss the small electrical equipment as a non-consideration because in sum total, they do make up one of the (if not the largest) source of your annual electricity usage. But this is for the equipment being used actively to draw current from your grid. Everyone should do a HOME ENERGY AUDIT to see what we're talking about by clicking here:
http://hes.lbl.gov/
Things like your AC/heating systems, water heater, refrigerator/freezer are not practical to turn off and these are actually your biggest consumers. Other major appliances like washer/dryer/stove etc. are not going to draw electricity when not being used. Some electrical current loss at rest ("non-used" electrical equipment) is probably from all those devices "charging up" in your house - your cell phone, rechargeable batteris in cordless vacs, flashlights, etc. Turned off computers, printers, ovens, radios, tvs, are going to draw next to no electricity. But some people have fancy computer systems, stereo systems and entertainment centers with plasma tvs which are in a state of "pre-ON" position which are going to draw a lot more electricity.
To be really eco-conserving minded, I should change my original statement to say that YES, YOU SHOULD UNPLUG YOUR UNUSED/UNNEEDED SMALL APPLIANCES, but we're talking about savings in the neighborhood of less than $5 per month. Doing this is not going to help out your personal bottom line much, but IT WILL HELP THE SUM TOTAL OF ENERGY USAGE BY US ALL.