Phoronix compares the power consumption of Ubuntu 11.04 with Windows 7 SP1, you can check it out over here. The site reports Ubuntu 11.04 performed much better than anticipated..
"After recently tracking down the major Linux kernel power
regression that's present for a vast number of mobile users in Fedora
15, Ubuntu 11.04, and other recent Linux distributions shipping the
2.6.38+ kernel, the sights were turned to see how the power management
of Ubuntu 11.04 compares to that of Windows 7 Professional Service Pack
1. In this article are the power consumption results of Ubuntu 11.04
compared directly to Windows 7 Professional 1 on several different
systems with distinct notebook and desktop / workstation configurations."