Energy usage when iMac not in sleep mode, but screen/HDD off/idle
You can find the power consumption specifications for your model in the respective Environment Report from Apple at https://www.apple.com/environment/reports/

For your Model, it states "Idle—Display on 37.7W 38.8W 38.3W" for "100V 115V 230V" respectively.

To get a rough idea about the effect of turning the screen off : on 230V, my iMac runs at 0.85A at full brightness, at 0.465A at minimum brightness and 0.4A with the screen turned off. You will save some power when you disconnect all USB devices and the network cable, but it's rather irrelevant. 

No, not using sleep mode does not have any other major consequences afaik. Furthermore, in my experience, light CPU activity does not influence power uptake significantly.