That's yet another power consumption myth. Just don't bother about it*.
Your milage may vary ( and as others said, it does consume energy. Though it is less than 1 watt hour (calculator included) and it will probably cost you a few cents per year at most. At least the macbook adapter, which is probably consuming 0.1 kWh. Some mobile phones adapters may get to 0.5 kWh and even beyond. That makes a lot of difference and then it can cost up to 2 bucks per year. Calculating kWh at $0.2. Still an unnoticeable cost.
If you want to actually save money with small actions like that, I'll quote that great Michael link I've already gave it on the top:
You're much better off addressing your heating, cooling, lighting, laundry, and computer first.
A couple more of interesting related side notes:
The macbook is designed to being plugged 24/7, though advised to unplug once a month, even that is not needed. The advise is basically to keep the battery meter calibrated, but it will calibrate just fine any time you do it.
Funny calculation: if you leave your macbook always plugged in, it will cost roughly those $25 per year another user also calculated. Now, if you unplug it every day for 9 hours you save about $10. But you'll be using battery energy, and charging it will be done at 80 kWh. It takes 2 hours to recharge 80%, so if you do this every day, it will still cost you the same $25. If you drain closer to 0 every day, it will take 4 hours to a full charge and cost you at least $37 total. If you just close the lid and use almost no power while unplugged, then the battery cost won't really kick in, and you can save those $10. Maybe it will be only $9.
(*) So it is quite ok to leave it on, but I wouldn't. Kind of.
We should always have at least a power strip for electronics and switch them down regularly anyway, for safety. At very least on a thunder storm, as hazards may happen. But high voltage discharges don't come only from neighbouring nature nor only from thunder. I just unplug almost all my devices from the wall.
Now the real point is: do you have an extra U$79 to spend and have handy an extra charger? If so, then just leave it on for convenience (and laziness)!
And if you want to be environmentally friendly, keep in mind those $1 a year multiplied by a over guess-timate of 200 million people who uses a macbook is still nothing ($5 million per year or 20 million kWh or 0.00000002 pentawatt-hour against 144 pentawatt-hour average global consumption estimate in 2008) and it's not like you can convince all those people to get off their convenience anyway.