Wikipedia says: "Even when aided with turbochargers and stock efficiency aids, most engines retain an average efficiency of about 18%-20%."

http://en.wikipedia.org/wiki/IC_engine

Wikipedia again: "Typical thermal efficiency for electrical generators in the industry is around 33% for coal and oil-fired plants, and up to 50% for combined-cycle gas-fired plants."

http://en.wikipedia.org/wiki/Fossil_fuel_power_plant