I read somewhere that lighting is 22% of the US electricity usage (I'll see if I can track down the source of that). So it is a big chunk of our energy usage and replacing traditional light bulbs with compact fluorescent lights (sometimes referred to as CFLs) is an easy way to reduce your electricity usage.
They screw in to normal light sockets
They use approximately 1/5th the energy
They put out less heat
Light is cooler somewhat greenish
upfront cost more than standard lightbulb
it's best to dispose of them as harzardous waste http://www.nema.org/lamprecycle/epafactsheet-cfl.pdf
Regarding the non-dimmability, I'm told there are now 3 way CFL bulbs as well as dimmable bulbs. They are still quite expensive but given that it's just changes to the ballast, I imagine the costs of the dimmable ones will come down significantly.
Sources for dimmable bulbs
Now given that lighting does take up a large amount of energy and replacing light bulbs with CFLs is easy, you may be tempted to ignore the 5 watts your router consumes and and the 10 watts of standby your TV uses. But remember those are on 24 hours a day, and even if all lighting was made more efficient we'd still use way too much electricity!!!!