I'm watching the first two seasons of Voyager and various episodes have commentary on having energy limitations -- but we constantly see crew using extremely complicated holodeck simulations. Why would they allow use of the holodeck if they need to conserve energy?
The holodecks on Voyager run on an independent power source.
This can be seen in the season five episode Night, when main power is suppressed yet the holodeck continues to run. For whatever reason, this power source doesn't appear to require any significant amount of fuel:
In the episode Parallax, there was even a time when Janeway suggests trying to use the holodeck to provide additional power, which Kim shoots down as not possible due to a system incompatibility;
This is in opposition to the holodecks on Enterprise D, which were shut down when the ship was low on power (TNG:Booby Trap).