MCU fuses used by Pro Mini and ATMega 2560 and power down
The data sheets are the ultimate source. However, that may be a bit overwhelming. I find the below great resources very helpful. 

1) Online Fuse Calculator There are many others.

2) avrdude-GUI
there are many others out there.

3) the .\arduino-1.5.7\hardware\arduino\avr\boards.txt

uno.bootloader.low_fuses=0xFF
uno.bootloader.high_fuses=0xDE
uno.bootloader.extended_fuses=0x05


4) I also read the fuses from any device before I stomp over them. And check into what each mean.

As for narrowing down the features the Online Calculator very helpful to start with and then read into the data sheet for ones of interest.

For the most part there have several questions and answers for low power modes, using interrupts to re-awake. Where there appears to no direct fuses to save power, outside of clock source and speed. Arguably Brown Out detect is a fuse, but that is not directly related to saving power.