Twenty yrs ago we built an "Energy Star" home in Wisconsin. Our builder worked with the local utility company (WI Public Service) on this endeavor.
Some of the items I remember from the list are double-pane low-e windows (Anderson brand), lots of south-facing windows (none on east/west sides), R-27 walls, R-45 ceilings, and energy efficient appliances.
I can tell you that a house our size and in our area has a yearly gas/electric bill of $2498. (according to utility co. website and prior to this yr's increases) We averaged just under $1500. I can also tell you that our bills for the last three months have been $185, 176, and 154. (we'll go as low as 80 in the summer) We've compared bills with two closet neighbors and they are more than double (and smaller homes) our bill.
Start with the utility company. And ask about rebates/incentives for building an energy efficient home.