Via Ezra Klein, a superb graphic that shows all energy flows in the US economy. Such an image is only as good as its underlying data, of course, and I have no way to check its accuracy. But presuming the numbers are right, it really helps to understand where energy comes from, and where it goes. I sometimes feel a glut of infographics, but this one will improve your understanding significantly.
Note the huge amount of waste. Some is inevitable, but it's clear that improvements in electricity generation and transmission could have significant payoffs.
Coal makes electricty. Coal is dirty, and electricity inefficient. Improving mileage on our cars won't do anything about that.
Natural gas has a role in everything that doesn't move.
Nuclear is still way bigger than any of the alternative sources of energy, which are almost impossible to see on the chart.