Your screen saver may be costing you energy. From EnergyStar:
Screen savers generally do not save energy. In fact, certain graphics-intensive screen savers can cause the computer to burn twice as much energy, and may actually prevent a computer from entering sleep mode.
Screen savers were originally developed to prevent the permanent etching of patterns on older monochrome monitors. Modern display screens do not suffer as much from this problem, but screen savers are still used for entertainment.
If you want to use your screen saver in conjunction with monitor power management, set the screen saver "wait time" to less than the period of time after which the monitor enters sleep mode. If your screen saver appears but your monitor never enters sleep mode, your screen saver may be the culprit: try disabling it.