I live in central Texas where this time of year, I have had the AC & heater switched off since at least mid February. When it gets cold, close the windows. When it gets hot, open the windows. This time of year my electric bill is around $35 a month, with 1 roommate that is seemingly always home, in a 1100 sq ft house. I have one of those thermostats that automatically choose heat or cold, but during days that you can run both heat and cold, instead run neither.
Here's my rule-of-thumb about setting the heater or A/C: During times of the year that you do have to run the central heat or AC, if you are comfortable, then you need to adjust the temperature by one degree.
Also, it helps that in the Winter, my heat is from gas instead of electric. I use gas for my water heating, all cooking, and central heat, so that saves a ton of electricity, and gas i cheap; winter gas bill is about $15 a month, winter electric bill is around $35 a month. (I should also switch to a gas clothes dryer to save more on my utility bills) My summer electric bill runs around $100 a month and varies greatly depending on the temperature outside.
Also, if there are times of the day that nobody is home, such as during the morning/afternoon when everyone is at school or work, turn off the central air, all TV's, computers, lights, and fans. When you get home, if the temperature isn't bearable, turn it back on, but adjust it enough that it runs for a few minutes and clicks off. Then wait a few minutes and move the thermostat a little more, keep doing that until you are almost comfortable. Don't turn it too far because it doesn't make it cool or heat quicker, just makes it run longer which is what makes for a high electric bill. Or get a programmable thermostat that begins doing that shortly before you get home.
While I'm home, I keep my heater at around 68 and my A/C around 78. My roommates like it warmer in the winter and cooler in the summer, and they adjust it as they please while I'm not home. But, I pay the electric bill, not them, so I designed a circuit that turns off the central air when it runs too much more than it would when I'm home, and notifies me while I'm at work that it did so.
Be sure to change your air filter once a month when you use the central air often. Get the really cheap 3-packs. Be sure all the windows & doors to the outside seal well.
Turn up the refrigerator & freezer temperature an increment or so. Pay attention to how long the dryer runs. Don't run it past the point where the clothes are sufficiently dry. If you have an electric water heater, keep showers to a minimum length, and turn down the flow.
If you have an extra refrigerator in the garage or something like that, consider consolidating its contents to your main fridge and unplug it.
Turn off TV's radio's, lights, fans, etc whenever not in the room. Set the sleep timer on TV's and radios if you leave them on when falling asleep.
Get a "Kill-a-watt" device that tells you exactly how much money each appliance uses, such as your refrigerator or living room television.
Consider microwaving rather than using an electric oven or electric stove. If gas, then nevermind that point.
You already switched lighting to compact florescents. How about outside lighting, such as a floodlight? They make those in compact florescents as well.
The next time you move, look into whether gas is available.
If you follow these tips, you can save a ton of money.