How to test appliances for energy used
Appliances don't typically "consume more than they should", but their usage can effect their consumption.  Just take your A/C as an example, if your neighbours house is set to 75, and yours 70 then you will consume more electricity all other things equal.

Some big culprits to consider:


Space heaters
Fridge/freezer
A/C
Plasma TV's
Furnace fans
Pool pumps


There are a variety of devices that allow you to measure consumption.  "Kill a Watt" is a well known consumer device but you can also use a multimeter with a clamp for measuring current.  If you want to get fancy there are all sorts of home automation systems that can also measure consumption - a web search will give you all sorts of options.