By unit weight, hydrogen is the highest density chemical fuel source, though its low mass/volume density means that per unit of storage volume it rates poorly.
LNG is next by weight (though well down the curve). Coal fares rather worse than I would have thought, though it may win on energy/volume.
A kilogram of uranium has roughly 20 million times the energy of a kilogram of gasoline. Which has roughly 25 times the energy storage of a kilogram of LiON batteries (and just ekes out kerosene/diesel as well). TNT and gunpowder have surprisingly low energy densities -- it's not their storage capacity, but release rates which give them value (it's also why planes loaded with jet fuel are more effective attack vectors against skyscrapers than missiles loaded with explosives, at least on a total net energy delivery basis).
If you had that, you could produce energy directly from air, or from waste, or from whatever. The point of gasoline is that the energy is cheaply extractable by chemical means (which means it does not require extraordinary energy levels to unlock and very expensive machines and protections to operate).
