A conservative force will have with it an associated potential energy. The total energy, kinetic plus potential, will then be conserved. A non-conservative force, like friction, will not have an associated potential energy function, and thus you cannot say kinetic plus potential energy is constant. There may be sources of energy loss such as heat.
But not all sources of non-conservative forces will lead to energy loss. The magnetic force, for example, will lead instead to no kinetic energy change since it always acts perpendicular to the direction of motion.
EDIT: Whelp, looks like Aleph beat me to it.