Energy losses occur at all levels of the energy production cycle. For example coal energy is lost as coal dust, through inefficient combustion, through wasted heat dispersed up a chimney or in cooling water, through electricity leakage along transmission lines, through inefficient electrical appliances, such as radiators.
The energy efficiency of personal mobility is around 2% for private cars. In other words, 98% of the fuel used for a trip is consumed incidental to moving the person from A to B -- a huge 80% is transformed into heat in the internal combustion engine. The current energy efficiency of lighting is around 8% and for cooking and hot water around 4%.