Are you still using power when things are connected to the outlet but aren't on?

There is power consumption to keep them in “instant on”. Long time ago a TV used to take time to warmup, same with a lot of other equipment. Now they are constantly sucking a small bit of power.

I don’t know about gaming systems but I do know that it applies to TVS cable boxes etc.

The advice of energy conservation experts is to plug devices into a power strip and you can then shut them all off when not in use with the switch on the strip.

Techically yes, but the amounts are generally minimal. I’ve heard all sorts of estimates from doom-and-gloomers that leaving something off but plugged in consumes 1.21 gigawatts per nanosecond and will make your monthly light bill higher than the national debt, but when I took their advice my own electric bill went down by only pennies; less than a 0.1% savings. Adding up all the milliwatt ratings of my normally plugged in items backed that up; I could (and did) save 1000 times the electricity by replacing 3 incandescent bulbs with a CFLs.

While I suppose that if a million homes did it they would save enough electricity in a day to power 1,000,001 houses, I find it to be a bunch of hooey.

Yes , to keep the system on stand-by the tech term is vampire power-drain.

To give you an idea of how much power is consumed in low power states, an average desktop that has a maximum power of 400W uses 3.5W in sleep and 1W when “off,” a 50W TV uses 2W in standby and <0.5W when “off,” and a toaster oven uses <0.1W when “off.” Over your lifetime, you’ll probably spend an extra few dollars because you were too lazy to unplug an appliance, but think of how much time you’re saving!

My house is off grid and we have master switches on some rooms to avoid the fantom energy loss from items plugged in in but not in use.

There is some draw. But like Jerv says the use is pretty minimal compared to other things. Filling up your extra space in the fridge with jugs of water will probably save you more on electricity than unplugging a few electronic devices that are not in use.

Yes. I suggest you take advantage of the free service your electric company provides and arrange for a full service evaluation of your home.

Some items truly draw nothing when they are turned off. Older appliances that do not have LEDs or clocks, like: toasters, toaster oven, lamps, fans, etc. draw nothing.
You can measure this yourself by getting a Kill-A-Watt meter and actually measuring the devices in question. You will likely find that draw to be very small, typically 3 watts.
How much will that save you? Not a lot. $2 per month, maybe. I’ll leave it to you to do the math.

Yeah, but not very much. Appliances are getting MUCH more energy efficient also so it matters even less. Generally wall mounted transformers dissipate a small amount of power as heat even when the appliance is not on. No “work” is really being done so the amount is basically trivial. Also when you turn certain types of appliances on from “cold” there is an inrush current that can spike pretty high. For several things this can actually trump unplugging them. It kinda depends but it’s generally not worth the effort overall.

It depends. If you have a TV that is in “standby” mode when off, then yes. If a clock radio has a radio but the radio is off, then yes. But with a plain old lamp, when the lamp is off, no power is being used.