What are some effective ways to save power when using my MacBook Pro?
If your Mac has dual GPU (integrated for tasks not requiring much graphical performance, and dedicated for high performance tasks) then I recommend using an app called gfxCardStatus. It allows you to lock specific GPU to be in use all the time instead of dynamically switching it. It provides HUGE battery life boost, mainly because OSX's GPU switching algorithm is very far from perfect, triggering dedicated GPU on even very basic apps eg Coda 2.

Just to give you an idea (based on my own MBP 15 2011):


Dynamic switching: ~3h on battery 
Locked to integrated GPU: 7h on battery


I have found that very often in order to actually lock your GPU you need to select it twice in the app.