This point has nothing to do with energy use (or very, very little) but is a really great graphic design tip for those looking to make a site more pleasant to browse.
The other weight that's not being used in favor of regular is "bold". Instead of bolding, the font size attribute is changed to establish hierarchy. Faux small caps are also used.
From the CSS:
h1, h2, h3, h4, h5, h6 { font-weight: normal; }