Currently, I am playing with recent Ubuntu Wily Werewolf on my personal notebook. The first thing I did after system installation was to configure CPU governor and set it at system boot.

Install cpupower utility.

$ sudo apt-get install linux-tools-common linux-tools-$(uname -r)

Verify available CPU governors.

$ sudo cpupower -c all frequency-info
analyzing CPU 0:
  driver: intel_pstate
  CPUs which run at the same hardware frequency: 0
  CPUs which need to have their frequency coordinated by software: 0
  maximum transition latency: 0.97 ms.
  hardware limits: 500 MHz - 3.20 GHz
  available cpufreq governors: performance, powersave
  current policy: frequency should be within 500 MHz and 3.20 GHz.
                  The governor "performance" may decide which speed to use
                  within this range.
  current CPU frequency is 3.11 GHz (asserted by call to hardware).
  boost state support:
    Supported: yes
    Active: yes
analyzing CPU 1:
  driver: intel_pstate
  CPUs which run at the same hardware frequency: 1
  CPUs which need to have their frequency coordinated by software: 1
  maximum transition latency: 0.97 ms.
  hardware limits: 500 MHz - 3.20 GHz
  available cpufreq governors: performance, powersave
  current policy: frequency should be within 500 MHz and 3.20 GHz.
                  The governor "performance" may decide which speed to use
                  within this range.
  current CPU frequency is 3.11 GHz (asserted by call to hardware).
  boost state support:
    Supported: yes
    Active: yes
analyzing CPU 2:
  driver: intel_pstate
  CPUs which run at the same hardware frequency: 2
  CPUs which need to have their frequency coordinated by software: 2
  maximum transition latency: 0.97 ms.
  hardware limits: 500 MHz - 3.20 GHz
  available cpufreq governors: performance, powersave
  current policy: frequency should be within 500 MHz and 3.20 GHz.
                  The governor "performance" may decide which speed to use
                  within this range.
  current CPU frequency is 3.12 GHz (asserted by call to hardware).
  boost state support:
    Supported: yes
    Active: yes
analyzing CPU 3:
  driver: intel_pstate
  CPUs which run at the same hardware frequency: 3
  CPUs which need to have their frequency coordinated by software: 3
  maximum transition latency: 0.97 ms.
  hardware limits: 500 MHz - 3.20 GHz
  available cpufreq governors: performance, powersave
  current policy: frequency should be within 500 MHz and 3.20 GHz.
                  The governor "performance" may decide which speed to use
                  within this range.
  current CPU frequency is 3.13 GHz (asserted by call to hardware).
  boost state support:
    Supported: yes
    Active: yes

Set CPU governor to the target state (powersave in this example).

$ sudo cpupower -c all frequency-set -g powersave
Setting cpu: 0
Setting cpu: 1
Setting cpu: 2
Setting cpu: 3

Verify that the change is in effect.

$ sudo cpupower -c all frequency-info
analyzing CPU 0:
  driver: intel_pstate
  CPUs which run at the same hardware frequency: 0
  CPUs which need to have their frequency coordinated by software: 0
  maximum transition latency: 0.97 ms.
  hardware limits: 500 MHz - 3.20 GHz
  available cpufreq governors: performance, powersave
  current policy: frequency should be within 500 MHz and 3.20 GHz.
                  The governor "powersave" may decide which speed to use
                  within this range.
  current CPU frequency is 3.09 GHz (asserted by call to hardware).
  boost state support:
    Supported: yes
    Active: yes
analyzing CPU 1:
  driver: intel_pstate
  CPUs which run at the same hardware frequency: 1
  CPUs which need to have their frequency coordinated by software: 1
  maximum transition latency: 0.97 ms.
  hardware limits: 500 MHz - 3.20 GHz
  available cpufreq governors: performance, powersave
  current policy: frequency should be within 500 MHz and 3.20 GHz.
                  The governor "powersave" may decide which speed to use
                  within this range.
  current CPU frequency is 3.14 GHz (asserted by call to hardware).
  boost state support:
    Supported: yes
    Active: yes
analyzing CPU 2:
  driver: intel_pstate
  CPUs which run at the same hardware frequency: 2
  CPUs which need to have their frequency coordinated by software: 2
  maximum transition latency: 0.97 ms.
  hardware limits: 500 MHz - 3.20 GHz
  available cpufreq governors: performance, powersave
  current policy: frequency should be within 500 MHz and 3.20 GHz.
                  The governor "powersave" may decide which speed to use
                  within this range.
  current CPU frequency is 3.12 GHz (asserted by call to hardware).
  boost state support:
    Supported: yes
    Active: yes
analyzing CPU 3:
  driver: intel_pstate
  CPUs which run at the same hardware frequency: 3
  CPUs which need to have their frequency coordinated by software: 3
  maximum transition latency: 0.97 ms.
  hardware limits: 500 MHz - 3.20 GHz
  available cpufreq governors: performance, powersave
  current policy: frequency should be within 500 MHz and 3.20 GHz.
                  The governor "powersave" may decide which speed to use
                  within this range.
  current CPU frequency is 3.11 GHz (asserted by call to hardware).
  boost state support:
    Supported: yes
    Active: yes

Create systemd service file to set CPU governor at system boot.

$ cat << EOF | sudo tee /etc/systemd/system/cpupower.service
[Unit]
Description=CPU powersave
[Service]
Type=oneshot
ExecStart=/usr/bin/cpupower -c all frequency-set -g powersave
[Install]
WantedBy=multi-user.target
EOF
Notice that I have used oneshot process start-up type as I only want to execute an action without keeping active process.

Reload systemd manager configuration.

$ sudo systemctl daemon-reload

Enable service at boot time.

$ sudo systemctl enable cpupower.service

Additional notes

Read systemd.service — Service unit configuration and cpupower manual page for further information.

Inspect /sys/devices/system/cpu/cpu?/cpufreq/ directories if you want to directly use sysfs virtual file system provided by the Linux kernel.