We keep reminding our kids to turn off the light, air conditioner, TV or any other switches when not needed. No matter how many times we remind them they will always forget. They will be busy in their own way and would not bother to do things what their parents think is very important. Seeing the lights on in an empty room is something that will irritate you. No matter how much you scream or punish them they will be repeating the same mistakes annoying you all the time. Forcing them to do something will in fact restrain them from doing it so what you have to do is explain to them the importance of saving energy. Instead of pointing to turn off the lights ask them to point out if you are not turning off the lights, this way they will be more cautious to find out your mistakes and in the process will develop the habit of turning off the switches while leaving the room.
Find out their weaknesses and go for an emotional blackmail. If they have the habit of saving in a piggy bank then cut some amount for not switching off the lights or any other switches. Inform them that the amount has to be set aside for paying the extra energy bill amount. Kids will not like to loose their piggy bank savings so will not forget to off a switch while leaving. Reminder stickers, near the door or near the switches or wherever they are likely to on the switches can help them remember to off the switches that are not needed.