Cold gas thrusters are about the most energy-efficient propulsion system actually used. They can give quite high amounts of thrust (as Mythbusters demonstrated on a couple episodes with things like scuba tanks), and the propellant can literally just be compressed air (nitrogen or helium are more likely), but they are hopelessly low performance for a primary propulsion system for launch vehicles. They are used for maneuvering though, the Falcon 9 first stage being a significant example.
I'm guessing that's not the answer you were expecting, because you seem to be a bit mixed up about energy efficiency and rocket performance. Rockets that are more propellant-efficient (higher specific impulse) are less energy-efficient. All else being equal, doubling your exhaust velocity gives you twice the thrust and twice the total impulse from a given amount of propellant, but requires four times as much power.
Chemical engines are limited by the energy content of the propellant itself. Ion thrusters and such use such high exhaust velocities that to run at a reasonable power requires cutting the mass flow rate down to the slightest trickle, which also cuts the thrust down to something a human would have trouble noticing.
The only way you could improve their energy efficiency would be to reduce their propellant efficiency, but even if you reduced the exhaust velocity of an ion thruster to chemical engine levels, providing the energy to accelerate the propellant from outside is a lot less efficient than doing it by combusting or decomposing chemical propellants. The total power output of a Merlin 1D is around 1.4 gigawatts, and due to regenerative cooling, almost all of the energy goes into the exhaust.