Have you made your home more efficient?

Was it cost-effective?

I was reading an article about how to make your home more energy efficient using techniques such as new windows, wall and ceiling insulation, caulking and weather stripping windows and doors, planting shade trees and painting your home light colors in warm areas, and dark colors in cooler climates.

Obviously, if you are making some updates to your home, doing some of these things is worth the effort. Likewise, the caulking and weather stripping is an easy no-brainer, but the rest are fairly expensive, and a number of people commented that such improvements weren't cost effective?

Any proof out there?