I owned and drove am '04 Prius for several years and got the whole 'hypermile' thing pretty much out of my system. It took all of about a month but I am still mileage conscious.
So now I have this (compared to the Prius) luxury vehicle which gets pretty decent mileage without me even having to think about it.
I also know there is no such thing as a free lunch.
So what things I have control of use the most energy and therefore cause the mileage to suffer the most?
My WAG from worst to least might be:

Air Conditioner
Heater (causes engine to run more to keep coolant hot)
Headlamps
Heated Seats
DRLs
Rear/Side Defoggers
CD Player (volume cranked up)
AC/Heater Fan (higher speeds)
NAV
Bluetooth
Other