I really like that picture too. ;-) Most of the lost energy is just thermodynamics but a really significant amount could be recovered by things like building houses to be more efficient and using the heat that is typically lost to the atmosphere when generating electricity (co-generation or "co-gen"). Co-generation only works, however, when the buildings or processes that use the recovered heat are near the power plant, so typically it's only used by industry. (Co-gen recovers the otherwise lost heat by turning it into low pressure steam and you can't transport steam very far.)

What I really like about the diagram is how it gives you an immediate sense of the proportions of the types of fuels we use and how we use them. As I say in the post, I didn't come up with the style of the diagram, only drew a version that was easier to understand.