Most energy consumption in the US goes towards heating and cooling, not illumination. Making your house more energy efficient starts with your windows and doors, not your lightbulbs.
And it's also true that residential lighting is not a big energy consumer, even though it still represents close to 10% of US electricity use (not of overall energy use, of course).
http://www.iea.org/publications/freepublications/publication...
OTOH, if you live in a climate where heating is necessary, and even more if you heat with electric heat, there's obviously little gain to be had by switching to LEDs.