Ive accepted the power consumption of certain things like lights but select my equipment partly based on power consumption to keep electric costs down. My dolphin 3000 pump pulls just over an amp and electronic ballasts as mentioned above do save energy over magnetic ballasts. Other things Im doing...

- placing MH ballasts remotely to cut down on noise and temp in tank room
- run compact flourescent bulbs (screw in kind) in all other light fixtures in the house. You can easily replace a 100+ W light bulb with a CF that only draws 7W. They arent run as often as your tank lights but it adds up.
- Currently I keep my house the temp it needds to be to maintain tank temp. I dont run a chiller but if its in the same room as the tank and your room is warm I would think you are fighting a losing battle. The chiller takes the heat from the tank and puts it into the room where it in turn heats the tank back up somewhat. If I need to run a chiller on my tank ever I would plumb it outside.
--Erik