The "weather normalization fee" that Philly's gas company and some others charged generated a lot of negative press and an outcry from the PA Office of Consumer Advocate. It's currently under dispute at the PUC. Here's an article from last fall about it.

The companies at Walmart trying to "scam you into changing electric companies" are actually trying to get you to switch electric suppliers. It's usually not a scam, but sometimes it is. Your electric utility only distributes energy, not generates it. By default, the power you get from them they source from power plants at the lowest cost they can get reliable power. You can opt to get your power from another company if you want it to be all renewable or pick another price. You can certainly get cheaper power by shopping around. I've done it. But go to www.papowerswitch.com to see all your options and their terms rather than talking to some salesman at Walmart.

But the overall reason our utilities are too high is that we have old, inefficient housing stock and powerful utilities. Utilities are supposed to be regulated by the PUC, who balances their interests with ratepayer interests, but it's far easier for utilities to influence the PUC commissioners, the Governor who appoints them, and the legislators who confirm them, than it is for us to do that. In other words, regulatory capture.