That's been my main thing holding me back from building a beefed up home server/NAS box. Friend of mine used to have an all-in-one HTPC/NAS/webserver box that would put close to $30 a month on his electricity bill. (Although you could argue he needed to run the heater less as a result..)
That's the sign I needed. Gonna take the plunge. @rasmus have you been on the 9.2 RC's and now the release or are you on 9.1? I've been having significant issues with 9.2. It's the best software out there to roll your own NAS though. Nas4Free is pretty rad too but falls significantly short when you compare it side-by-side with FreeNAS.
Also, regarding LAGG/LACP, I noticed some pretty radical throughput increases after experimenting it on my home network. It took me a while to decide on a Layer 2 managed switch, but I ultimately went with the TP-Link SG3216 (new from Amazon, pretty cheap for a 16port gigabit managed device) and it's been great.
I think that once a connection is open, it will route through one single interface, so it won't help much between two boxes. But, as you said, having multiple devices connecting and backing up simultaneously will take advantage of the multiple links.