If you want to measure how much power your own items consume, then by far the easiest method to do this is to purchase a Kill A Watt meter like this one.
You can find them all over the web; google for "Kill A Watt" and you'll find plenty for sale. The best price we've seen them for is $18USD at buy.com. The official name for this device is P3 P4400 Kill A Watt. Not only will this tell you how many watts your device is using, it will also tell you how many kilowatt hours you have used.
If you have one of these, please meter some devices in your home and share them with us via the Forum. We'd love to have your input, and we'll add it to our database on this site. Be sure to take readings in as many states as possible, such as On, Off, Charging, and under heavy use.
How To Measure Large, Permanently Wired Devices
If the device that you want to measure is permanently wired in to your home such as a hot tub, stove, well pump or water heater, then you are going to have to use your power meter to determine how many watts it is using. If you want to do this, please follow our guide to help you learn to Read You Power Meter to Determine Power Usage.
