I've just implemented Ivan's 'better PSU' plan on the Bug DAB radio we have in the bedroom (really nice bit of kit). Thatcomes with a fat 2A 9V linear wall wart. Consumption was measured at 7.3W running, 6.3W on standby and 2.3W wil the BUg unplugged and just the wall wart in the wall (eek!).
So on my last CPC order I bought an Ansmann 1612 supply. This is a very flexible device: UK/euro/US/Aust plug fittings, 3/4.5/6/7.5/9/12V output, and 8 plug ends using the now-standard 2-pin +/- switchable interface. 1.6A max output. Costs £10+VAT.
http://cpc.farnell.com/ansmann/aps1612-traveller/adaptor-3-12vdc-1-6a/dp/PW01999 There are cheaper supplies which is good if you are sure you'll use it for a specific thing (one voltage, one plug), but this one should be good for all sorts of things, including travelling.
Now meaured consumption is: 4.6Wrunning, 2.2W standby, 0.4W PSU only. That's a saving of 36kWH/yr or £5, so it'll pay for itself in a little over 2 years.
So that's the hub and the bug fixed. Next is the router and cable modem. The tricky one is the power-over-ethernet supply for the phone. I haven't seen anyone selling an efficient one of these yet.