For the individual, the most obvious switch to make is from incandescent bulbs to compact fluorescent systems (CFLs), marketed in many countries as "energy-saving bulbs". . .
The IEA calculated the total costs to the consumer associated with buying and then using the two types, and found a significant difference.
"The overall cost of 10,000 hours of light provision from incandescents is 85 euros," said Paul Waide, "but for CFLs it’s 25 euros, because they use so much less energy, and because you might have to buy only one CFL for every 10 incandescents." (BBC)