In addition to the excellent resources and advice already listed, I wanted to mention that there are also programs available to help make your home (even your first home) more energy efficient. For example, there's the MassSAVE Heat Loan Program, which lends up to $15,000 at 0% interest with a seven-year payback period, to be used for any and all improvements to a home that make it more energy efficient (like replacing the windows, etc.).
You can check for more resources on my blog at http://cybergreenrealty.wordpress.com.
If I can be of any more assistance, please let me know!