There are a few things that you can do to make you air last longer on your dives.
First and foremost, get in shape! The better your cardio fitness is, the longer your air will last. If you are in shape, you won't have to work as hard to move through the water.
Upgrade your regulators. High performance regulators breath easier. If your work-of-breathing is easier, your air consumption will be less on your dives. Look for air flow statistics when you are shopping for regulators, and get the best breathing regulators that you can afford.
Streamline your gear. This has multiple benefits. If you gear isn't dragging beneath you, it won't be dragging through sensitive sea life, which will make your gear last longer, and protect the coral and other sea life. Also, the more streamlined you are in the water, the less resistance you will have when moving through the water. So, it will require less effort to move you through the water.
Fine tune your weighting. Getting your weighting right means that you will have to put less air in your BCD. This means you will have be more streamlined and have less resistance in the water. A "Peak Performance Buoyancy" class is a great way to optimize your weighting and trim.
Relax. The more relaxed you are, the slower you breath. This helps your body use oxygen more efficiently (Skip breathing does not actually make your air last longer). In my humble opinion, the best way to do this is to dive more. The more you dive, the calmer and more relaxed you will be in the water.
Swim slowly. If you swim slower in the water, your breathing will be slower and more efficient.
Get better fins. If your fins are limp, or have poor thrust through the water, you will have to work harder to keep up with your dive buddies. If you are working harder, you will be breathing harder.