Easy to do, easy to forget. Needless to say, it saves energy.
The amount of energy and money saved differs depending on what types of bulbs are being used (Incandescent (no!), Halogen, CFL, LED). Ironically, CFL (compact fluorescent light) lighting is beneficial to be left on if it is going to be fewer that 15 minutes, but that affects the longevity of the bulb, though it still saves energy simply being off. So it seems the best solution to avoid having to think about this would be to just keep all of them off as much and as long as possible.
We might go really crazy and try to keep all lights off today!
If you want to get an exact calculation of the cost/dollar amount you can save, there is a fun calculator at: http://www.csgnetwork.com/elecenergycalcs.html
Also, you can read more about turning lights off at: http://energy.gov/energysaver/articles/when-turn-your-lights