A forced air system is a pressure load system. By closing registers and vents you impact how the system moves air. This can cause the system to work harder and possibly even cause damage.
Also, the most energy efficient practice you can do is to have heat evenly distributed throughout a building. Blocking vents in certain rooms will make those rooms colder. Because heat moves from greater concentrations to lesser concentrations, these colder rooms will draw heat from other rooms in the building, making the whole property feel colder and causing you to raise the thermostat.