How could consumer choices lead to energy conservation?
Mostly through our behaviours and choices we make in purchasing things.
Energy efficiency and conservation are related concepts.
We can achieve a lot of energy conservation by our behaviours, such as turning off lights when not in a room, computers, etc when not in use or not leaving refrigerator doors open, etc. Charging your mobile phone or iPad with a small solar panel can reduce the demand for energy from local grids.
But the bigger gains in energy efficiency come in the decision we make as consumers. Buying LED light bulbs for example are much more energy efficient that older style incandescent bulbs. Also, buying energy efficient washing machines, dishwashers, fridges and so on makes a big difference.
The best thing is for society as a whole to move to renewable energy sources and stop using coal or natural gas.