So perhaps its the way the energy is produced in the first place that helps a lot... If we had nuclear power stations producing electricity we would be far better off than burning fossil fuels.
And on another note, its not how many "conversions" of energy you get, its how much energy is lost as a result, into heat, noise, etc. ie how efficient the transfer of energy is. There's no point in burning fuel locally to have one giant mechanical loss in an engine compared to several more efficient transfers of energy to someone with an electric car.
Expanding on your examples, its not just burning a fuel to produce motion there are several more steps.
Without going too deep (ie the processing required to get the fuel suitable for running in your engine, ignoring the extraction of crude oil, the food that went into feeding the workers along the line, the fuel used to produce that food.... etc etc) Then basically from the power plant to electric car you're getting:
Chemical energy in the fuel converted to thermal energy (burning fuel)
Thermal energy converted to kinetic energy of the turbine (producing movement)
Kinetic energy of the turbine converted to electrical energy (producing electricity)
Electrical energy to chemical energy (charging your battery for storage)
Chemical energy to electrical energy (discharging the batteries)
Electrical energy to kinetic energy (moving your car along)
Whereas if we have burning a fuel in a car in a conventional piston engine:
Chemical energy in the fuel converted to kinetic energy of expanding gas via combustion
Kinetic energy of expanding gas converted to linear piston movement
Linear piston movement converted to rotary crankshaft movement
Rotary crankshaft movement passed into transmission assembly
Rotary movement passed out of transmission assembly
Rotary movement passed through differential
Rotary movement passed out of differential to drive wheels
Rotary movement of drive wheels converted to linear motion of the vehicle.
So when you think about it in a bit more detail and how cars are built... you need radiators to keep the engine cool (or a heat sink on an electric motor), oil coolers to keep the transmission cool (which you don't really need in an electric car, control is done electronically and you have all your torque from 0rpm)... you have way way way more mechanical loses when you're burning fuel in a car, compared to relatively efficient transfers when it comes to an electric car. Think about how much heat comes off a car from the radiator, the oil coolers, the diffs, the exhaust gets quite warm wasting a considerable amount of energy (yes i know about turbos, yet another transfer of energy!
So its not quite as simple as "this is one conversion cycle and this is four conversion cycles" you have to take into account the efficiency for for each transfer of energy. You and I could have two separate ways of taking this fuel and moving a car. Your way could have one transfer of energy and be 50% efficient. My way could have 100 transfers and be 90% efficient. I know which process I would take.
Sources: wikipedia and too much physics
