A power grid has four segments: generation, transmission, distribution and demand. Until now, utilities have been focusing on streamlining their generation, transmission and distribution operations for energy efficiency. While loads have traditionally been a passive part of a grid, with rapid advances in ICT, demand-side technologies now play an increasingly important role in the energy efficiency of power grids. This paper starts by introducing the key concepts of demand-side management and demand-side load management. Classical demand-side management defines six load shape objectives, of which "peak clipping" and "load shifting" are most widely applicable and most relevant to energy efficiency. At present, the predominant demand-side management activity is demand response (DR). This paper surveys DR architectures, which are ICT architectures for enabling DR programs as well as load management. This paper also surveys load management solutions for responding to DR programs, in the form of load reduction and load shifting algorithms. A taxonomy for "group load shifting" is proposed. Research challenges and opportunities are identified and linked to ambient intelligence, wireless sensor networks, nonintrusive load monitoring, virtual power plants, etc.