laptop-mode-tools is the best one-stop solution for battery life. Just install it and restart, and your power usage will be significantly improved. It can also be tweaked, but the default settings are good.

Some of the programs gbrowning mentioned are also good, but some are out of date. laptop-mode-tools should be the first thing you try these days, though some of the others may be used to supplement it.

Also, turn off bluetooth when not it use.