As for saving energy in the fridge, vegetable storing does not make a difference.*
If you want to prolong the life of your produce to reduce waste, it depends on the vegetable. Many veggies and greens generally need to 'breathe', so non-sealed bags/containers or just in the 'crisper drawer' is good. You can buy specialty bags such as perforated ziplocs or mesh fabric. I generally freeze things if I don't think I can eat them before they go bad. I've also heard that wrapping celery in foil helps, but haven't tried it myself.
Finally, there are many things which don't actually need to be refrigerated, or do better at room temperature. Tomatoes are one of them: unless they're overripe, store them on the counter (which is also better for flavour).
Here's a list foods that do better outside the fridge:http://www.huffingtonpost.com/2014/05/08/foods-in-fridge_n_5280137.html
*As an aside, you can save power if you put large bottles of water in empty spaces in the fridge (if you have any). When you open the door, the water stays cool longer than air in an otherwise unused part of the fridge, using less energy to maintain a cool temperature.