Think of it like this: An electron in an S orbital feels more attraction to the nucleus than an electron in a P orbital. Bonds are basically attractions between electrons of the atoms and the nuclei of the atoms. So the more S character a bond has, the more stable in energy it is. I'm going to give an example that to help understand the concept. Look at this pic:
http://oregonstate.edu/instruct/engr321/Exams/ExamsW02/MTOneImages/MT1a.jpg
Notice that the X-axis is bond length and the Y-axis is the bond energy. There is an optimal length to get the lowest relative energy. Let's imagine that this optimal length is the bond between H-H, so the bond would be two S orbitals (not saying it is, just using this as an example). Now imagine that as you add P character to make it SP the bond the length shifts to the right, meaning that the energy increases, meaning that the bond is less stable. This is similar to moving an electron from a low energy state to a higher energy state, it takes energy. By adding P character you are slightly moving the bond electrons to higher energy states.
So in your question the C-H bond in acetylene would be SP, the C-H bond in Benzene would be SP2, and the C-H bond in methane would be SP3. Now look back at the hypothetical example and notice that the SP3 bond would have the highest energy because its less negative and the out of these three the SP bond would have the lowest energy because its the most negative.
I hope this analogy doesn't confuse anyone. Its easier to say in person than it is to type.