(1) LED light vs incandecent where incandescent's rejected energy is waste heat
(2) Natural gas used to heat a house versus natural gas used to generate electricity to run an electric home heater. The direct use rejects far less heat.
This is information that can lead to policy. If you see a lot of waste in a particular path that could be substituted with a different path, policy could be used to encourage the more efficient path. For example, due to abundant hydroelectric energy, the Northwest US used to use a lot of electric heating. Once hydro no longer met demand, the government had a commercial campaign to educate consumers about how they could save money by switching to gas.