I found this .pdf (or click on the image for a larger version) from Lawrence Livermore National Labratory to be very instructive. Turns out that of 98.5 Quads of BTU energy the US used in 2000, only 34.3 of them were in the form of useful energy while 57.8 of them were rejected energy (and 6% is used for non-fuel items like plastics). So around 60% of energy is lost in conversion to electricity, conversion to moving our vehicles and other loses.
Because of the 80% loss in converting gasoline to movement, transportation uses 25% of energy inputs, but only accounts for 15% of useful energy. Also interesting to note that more energy (28.1) is lost in creating electricity, than is lost in transportation (21.3).
Good picture that helps you visualize where the US gets our energy from and where it goes.