Like Kris said, in Standby your system is not shut down.
It still consumes power, and therefore it is better to shot your system really down if you go out.
There are a few "power" modes, they have codes from S0 to S4.
In S0 your computer is on. It consumes full power.
S1 is on older systems Standby. It consumes less power then in S0, but still pretty much. The PC still detects devices and stuff like that. ~30 watt.
S2 is not commonly used.
S3 is on newer systems Standby. It consumes less power then S0 to S2, but still a little. It is not recommended to let your computer in S1 or S3 if you go out, because it still consumes power. If it is 24/7 in these modes it costs you much energy (and that costs money). The PC still detects devices and stuff like that. ~20 watt.
S4 is Suspend to disk (in windows hibernation). In this mode your computer doesn't consume energy (well actually a little bit, see G2). All the data in your memory are written to your Hard-disk. This way you can boot faster then a complete normal boot (from G2/G3), but you don't consume any more energy. I personally use this mode a lot, because it can be really useful. 0,5 watt.
G2 is the normal "power off". You can boot with the power button at the front of your pc, and a few components have still power (like your power button). The system consumes nearly no energy, but still a very little bit. 0,5 watt.
G3 is really no power consumption. This is wen you pull the power cord out of the power source, or when there is a power failure. The only thing your PC consumes now is a very, very little energy from the internal battery (yes, there is one very little battery in your PC). This is the only state when your pc realy uses nothing from the power source. 0 watt.
I hope this is a little clear. A PC uses actually always energy, but sometimes a little more than other times
(p.s. The watts at the end of each paragraph are just an indication, in the real world it is always a bit different)
Sorry for my English, it's not really fantastic.