Consumer Reports is great. I love them. They inherently have a limited testing capacity, and are not even able to look at a quarter of current products in the categories I'm usually looking at.
They're just no substitute for things like Energy Star
There are lots of companies offering product reviews. There is no requirement that every single product be reviewed by all of them. And, there are a million things someone might want to know about a product, there's nothing special about energy usage that justifies a whole special government programme. Otherwise where does it end? Why not demand new taxes to pay for reviews of the GUI friendliness of every single electronic product? Or movies? The arguments being made in this thread would apply to an enormous number of questions someone might ask about a product.
They're just no substitute for things like Energy Star