Is it a good idea to pay for an energy saving audit of my new home
A lot of utility providers will provide a basic home energy audit for free. If this is the case, it's a no-brainer. 

If they don't provide an actual audit, then they often provide statistics for what an average home should be consuming, so you can assess if you think you're using too much. 

Besides for that, you can check for drafts or cracks in windows and doors yourself as a basic audit. 

After that, I've found just be living in my home, I can tell if a room is too hot or cold compared to the rest of the house, and then look for problems then. 

With all that said, I think that you should take a long view. If you have no free audit options, and you can find an affordable paid service, it'll most likely be worth it in the long run.