Let $\mu$ be a Radon measure on $\mathbb{R}^d$. We define and study conical energies $\mathcal{E}(x,V,\alpha)$, which quantify the portion of $\mu$ lying in the cone with vertex $x\in\mathbb{R}^d$, direction $V\in G(d,d-n)$, and aperture $\alpha\in (0,1)$. We use these energies to characterize rectifiability and the big pieces of Lipschitz graphs property. Furthermore, if we assume that $\mu$ has polynomial growth, we give a sufficient condition for $L^2(\mu)$-boundedness of singular integral operators with smooth odd kernels of convolution type.