We analyze the power conversion efficiency of different classes of autonomous nano- and micromotors. For bimetallic catalytic motors that operate by a self-electrophoretic mechanism, there are four stages of energy loss, and together they result in a power conversion efficiency on the order of 10(-9). The results of finite element modeling agree well with experimental measurements of the efficiency of catalytic Pt-Au nanorod motors. Modifications of the composition and shape of bimetallic catalytic motors were predicted computationally and found experimentally to lead to higher efficiency. The efficiencies of bubble-propelled catalytic micromotors, magnetically driven flagellar motors, Janus micromotors driven by self-generated thermal gradients, and ultrasonically driven metallic micromotors are also analyzed and discussed.