Not sure I agree than incandescent lights are "some of the largest energy suckers".
A 60w bulb uses .. well, 60 watts. That is 1/30th of the available power from a single 15A/120V outlet. In Kilowatt-Hours (how you pay for electricity, and a measure of efficiency) at 25c /KWh (a high but not unheard of rate; your actual rate can be determined by a phone call to the utility or a look at your bill) [see Edit] that means running that lamp costs 25c to operate for 16.6 hours continuously.
Further, incandescent "inefficiency" is based on the premise that the only wanted output is light. If at any time you are heating your home the "wasted" energy is not wasted at all, and removing it requires it be replaced by another energy source. In that case (eg winter) an incandescent bulb is 100% efficient, unless you don't want the light output, in which case it would be about 80% efficient, which even then isn't bad for a heat source from electricity in comparison to the alternatives.
Finally, like any light or heat source, if you aren't using it, turn it off. No matter what the device, an unused device still under power is by definition an Energy Sucker, even if it's the baby monitor. Turn the light off and incandescent Energy Sucking Rate = 0, and unlike many energy using appliances or devices, our homes are built with vast networks of switches at convenient heights at the entrances and exits of most rooms to do just that conveniently, which makes the incandescent bulb a pretty useful device in the home.
Not to suggest an LED bulb might not be the better choice in constant warm climates or in summer in Continental climates, but if people really cared about efficiency, they would swap their LEDs for incandescents every fall and back again every spring, so that the use of light devices could also offset heating costs at near-perfect efficiency.
Which most people don't do, and I've never heard a legislator or Green Energy advocate suggest as much, so the assertion that they "care" about energy use is suspect at best. What they care about is changing human behaviour with simple "rules" that someone with an actual working mind can see past easily, which should insult us, given it's evidence that succinctly reveals what they truly think of our cognitive skills. A less conspiratorial view is it reflects their cognitive skills.
Finally, do not use LED lamps on the same line as any HiFi gear, as they generally are nasty introducers of harmonic spikes into your AC line. If you need a lamp on the same AC line as your music system, use a low-wattage incandescent always. For built-in lighting it may be OK, but it would be worth a moment to check that the outlet you are using isn't also connected to the overhead lighting,
CFL bulbs should be quickly dispatched to that Special Place In Hell reserved for them. Incandescents or LEDs only. I didn't read the whole of your problems with the utility, but if you're using CFL bulbs in any quantity that might be a part of it, as the Power Factor is terrible, which means the utility must generate more electricity than they can bill you for, unless you're on a 600A 3-phase line, where you pay for Power Factor, which you almost certainly are not.
But that Shopping Mall will be, which is why it doesn't count when they compare you to your neighbours. Their letter is referring only to those around you on single-phase service.
Cables can vary in efficiency (in this case, just the AC cables to equipment) but that won't matter, since any given appliance only consumes what it is designed to consume, and for the most part the devices in your home are not approaching the 15A available at each outlet (1800 watts). The large power users (electric stoves and ovens, clothes dryers, HVAC systems, etc) have adequate cables as a matter of meeting the Electrical Code, so unless you are running something like a Makita Rotary Portable Saw 24/7 via a long extension cord (a 13A load plus the losses of an extension cord) it's a non-issue.
HDMI, RCA, Ethernet, USB, etc cables do not transfer any significant amount of power in relation to an AC line. Their efficiency in that respect, even if terrible (which isn't the case) would not amount to more than a watt or less total, and that is being very conservative.
If you really want to take some steps to solving this issue, I suggest doing an energy inventory of your entire home. Put aside an afternoon or evening to do it. It would involve an inventory of every electrical device in your home, plus the permanently installed equipment (like the clothes washer, or the kitchen dishwasher),a good estimate of how many hours per month they are under power and the wattage consumption (marked on every device, by law). In that way you will identify the true power drains on your total electrical usage, and can take any necessary steps to reduce consumption.
In many cases it's not so much the power they use as how long (in hours) they are active per month. None the less it's the only way to truly discover your actual power use habits and how they are impacting your monthly bill.
Edit ... I see you know your rate, and it's low. Leaving my comment as written for others who probably do pay much more than you do. In my case, it costs me $C 0.1565/KwH ($US 12.2c) but most places in N America it's higher. My monthly consumption for May was 596 KwH or $C 93.27 worth ($US 72.88).