There is a load of nonsense published on this subject, mostly by the Greens. The original concerns were over CRT TV sets which effectively were running when in standby, so as to give instant on. That wasted a fair amount of power. Today, there are some devices that do waste a small amount of power (a few watts) with no load, but the majority do not.
The only sure way to find out is with a wattmeter. It needs to be a fairly good one too, because many cannot resolve power levels of only a few watts.