I've been living in an RV for the past 8 years. (owned 3 different ones, currently in a 32ft, 150 sq-ft travel trailer).
I just added a rainwater collection system, was easy and cheap.
I wrote about it on my blog.
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I had a solar panel on my last RV, but I am only paying $5 a month on electricity anyway, so its hard to justify adding one to this one.
Grey water is built in to an RV by default, all you need to do is direct the grey tank water where you want it while keeping the black tank closed.
I discovered not long ago that I went from having to fill up on propane (about $40) every couple of months to filling up only once or twice a year by leaving the water heater off (except 15 min before a shower - it has an electric heat option that keeps the water lukewarm the rest of the time) and using a small portable electric heater instead of the central furnace.
I also found that with low ceilings, its possible to use LED lights at 1 watt each instead of regular bulbs.
For the most part though, you don't have to have to do anything to make RVs efficient - they are designed by default to allow people to live out in the woods with no hook-ups for weeks at a time, so they have to be, from the gas-absorption cycle fridge to the tankless toilet.
A video was made of my home by the Spanish company FairCompanies.com:
*faircompanies - Living small: when home is a 150-square-foot RV
Feel free to ask me any RV related questions you may come across.