Many coins are moving to Proof of Stake, or using low power consumption mining alqos. But yeah SHA, Scrypt and others do use alot of power.
And yeah some cities in the US have banned mining, really rare but I have heard of it.
Best to mine in cold places and use to heat to stay warm. And maybe solar rigs, are the answer. Though you would need a really beefy setup to have any kind of hashpower.