Will I save energy by switching to 15 amp circuits

Not simply by doing that, no.

In the limit (mathematical term), you could save a minuscule amount of energy by actually having a 20 A circuit.

The voltage drop is lower for 12 AWG (20 A ckt) wire than it is for 14 AWG wire (15 amp ckt), but the savings will likely be way too small and there are lots of factors to consider.

What size circuit do you have that will you change from to 15 amp?