Start with the lights that are used most and are left on for long periods of time.  Where does your family spend most of its time? 

The kitchen and family room are usually a good place to start.  Do you have a light you leave on at night?  CFLs do cost more to purchase up front, but rebate programs are currently in place in our store to help reduce the cost.  Commit to installing a few at a time and watch your electric bills drop!