Short answer, ALL of the convienences mentioned above reduce the fuel economy of a car, any electircal system you use will affect the fuel economy,to understand why we must know how these systems are powerd exactly, its not as as you think.
The battery operates when you start the car, the moment the car is started the , the power to run the electric appliances and to charge the battery on the car is generated from a device called the "Alternator"
The black COG is connected to the crankshaft of the engine with a belt just like the compressor of the air conditioner, and runs off of the engine power, think of it as a electric generator for the car.
Now this produces AC current which is sent through a Rectifier to be converted into DC voltage and that is sent to the battery to be recharged, most of the electrical things on your car run of the battery where the alternator provides additional amps to the system while charging.
The the amount of voltage produced by the Alternator is proportional to the engine RPM and the Alternator is at best 50 to 60% efficient meaning it only converts 50% of the mechanical energy into electrical energy.
SO when you are in low speed running all those electrical you are straining the Alternator and making it to rob the engine of additional HP thus ultimately reducing fuel economy, once you reach considerable amount of speed then the effect is reduced.
All said, the fuel economy being affected by these electrical are actually not very noticeable in everyday driving in comparison to say an Air-Con or driving rashly which will produce noticeable drop on economy, the only place where this knowledge will be useful is either if your running a race or about to go empty and searching for a petrol station.