Scott Adams recounts some of the difficulties of building a green home.
Heating and cooling are the biggest energy thieves. And roofs and windows matter the most for heat transfer. Focus your research and budget there. Most of the information you find will come from manufacturers who have a financial interest in misleading you, and also of course from cartoonists who write opinion pieces after being misled by those same manufacturers. Good luck with your research.
It isn't just that manufacturers are misleading or that experts disagree. According to the New York Times, it's also that our intuitions aren't very good:
The top five behaviors listed by respondents as having a direct impact on energy savings (turning off the lights, riding a bike or using public transportation, changing the thermostat, “changing my lifestyle/not having children” and unplugging appliances or using them less) yield savings that are far outweighed by actions cited far less often, like driving a more fuel-efficient car.
The study is here.
In digest form: We focus on changing the way we move through the infrastructure of our lives, but we should focus on changing the infrastructure itself. Reducing our reliance on energy is good, replacing inefficient items with more efficient ones is better -- and you only have to do it once! But good luck figuring out the most effective changes to make.