A friend of mine was looking at this site a few days ago and commented that while the back yard is torn up, it would be an ideal time to install "geothermal" -- a ground-source heat pump. I see where he's coming from: he's had his house for years and has probably already done all he can with insulation and so forth. But we're not there yet... we're still at the efficiency stage.
I believe what I've read and heard from many different experts: that before you go installing solar panels or adding a sunroom or making any other major changes to improve your home energy situation, you must first do all you can to conserve the energy you're already using. When we moved in here, our house had about 2 inches of insulation in the attic, none in the floor, and -- it now appears -- very little in the walls. We just added another 8 inches or so in the attic (more on that later) and batts in the crawlspace floor, and the house still cools off very quickly on a cold day. If we spent $10,000 or more on a ground-source heat pump, it could take longer than the mortgage to pay itself off if we're just losing heat through the ceiling and walls.
The other improvements we've made to the place also fall into the conservation category: we fixed the sewer and foundation to save the basement from flooding, and we replaced the basement windows to reduce infiltration of air and humidity. With any luck, these improvements will pay for themselves through lower heating and air conditioning bills and reduced use of the dehumidifier. The basement is already noticeably warmer and dryer, which is a good thing in itself.
It is awfully tempting to at least look into putting some coils into that torn up back yard. But realistically, it's a very small yard, and it already has sewer, water, and gas lines running through it, so I'm not at all sure there's room for coils anyway... and even if there were, this is not the time.