I'd leave the pull-ups alone until all the other options are used that are listed in the specific datasheet (e.g. watchdog, adc,..). AFAIR the datasheet of the ATmega168 doesn't mention pull-ups expicit in the power management section but there is a paragraph about pins in sleep modes.
If you measure, I'd be interested in the results
"I have not failed. I've just found 10,000 ways that won't work." - Thomas Edison