Just about all PCs now come with a power-down or sleep mode feature for the CPU and monitor. ENERGY STAR® computers in a sleep mode use 70% less electricity than a computer without such features. ENERGY STAR monitors even have the capability to power down into two successive “sleep” modes. Such mode usually saves 10% of its operating power consumption.
You can setup those power down features when you first setup your operating system. Most new computers are not setup with those features automatically.
One funny note, the old screen savers actually do NOT save energy. The plus side is that new LCD monitors do not need screen savers at all.
Source: EERE