The First Law of Thermodynamics -- Conservation of Energy (as Al's practical example implies): All the energy you draw from the wall -- as consumption by anything in the chain, including the Romex inside your walls (see below)-- is going to end up as heat and radiation, save initially for the < 2 watts of acoustic power in the room on average, a fraction of which you will actually end up perceiving.
The Second Law of Thermodynamics -- All energy differences [gradients] tend to equilibriate over time in so-called "closed systems"; from that we deduce the concept of Entropy, and the gradual loss of the ability to do "work" in these isolated systems. A good deal of the acoustic energy that makes it into your ears ALSO ends up as entropy, heating up your skull just a bit: you are a space heater, too, and not just on account of your metabolism.
Here in my home town is a company that sells/sold seemingly magical money-saving space heaters nationally for around $435 -- nominally, anyway: Those Amish craftsmen are hard at work trying to keep up with the demand. My space heater is small and three-fingers-and-a-thumb light, and cost $15.97 from Wal-Mart. I love it!
You won't have to worry about the Third Law, or Nernst's Theorem, since neither you or nor your gear will be spending much time near absolute zero; unless the cable manufacturers come up with a new quantum effect that will, no doubt, unhinge your jaw.
So, unless you're worried about singed cats or blistered kiddie fingers, you can just figure it all pretty much ends up heating your immediate environs, regardless of classes, bias settings, or other such considerations. For a lot of electronic gear, I wouldn't want to believe the power consumption labels too religiously, unless the spec is backed up by real world certification. You can buy a gizmo to test your draw directly for pretty cheap these days, of course. BTW, that crummy corkscrew bulb in your reading lamp may not be saving you the big change this winter the manufacturers and hopeful magazine writers are suggesting. Consider the above... and think about it. We've mandated incandescents to a soon-to-be-upon-us abrupt oblivion anyway, even for central furnace weather. You'll enjoy the mercury residue and the optometrist's bills until decent LED options appear in abundance.
For more on Class A solid state and heat, take a look at a couple of the product manuals Nelson Pass has put up on his First Watt site -- they address heat sink temperatures explicitly.
One more BTW: Those conservation laws they talked about in school are intimately related to those abstract, mathematically esoteric "symmetries" theoretical physicists like to go on about, pretty much on a one-to-one basis. Interesting! Who'da thunk it?
