In Vista, if you click the battery icon in the system tray, you can set it to "Power Saver" to save some battery life. There is also a link on that popup for the "Windows Mobility Center" there you can set things like the Display Brightness. If you put that on the lowest setting when on battery power, you can save some battery life because the LCD back-lightning doesn't have to be on full-strength.
Also, you can change some power things in Control Panel > Power Settings. There you can change around all of the power settings, again like display brightness, when the computer goes to sleep, and when the computer display shuts off.
Also, if you don't need to be online when on battery power, some laptops have the option to turn off the wireless signal; wireless uses a lot of power.