This chart from Scientific American magazine should blow your socks off. A friend of mine sent it to me a while ago. It charts a whole bunch of different “traveling animals and machines” and examines various efficiencies of movement.
Say what you will about bicyclists, at least we’re not lemmings. These different data points seem delightfully random. I’m sure you could find a host of insects that would blow the “man on bicycle” away in terms of efficiency. But if a fruit fly doesn’t do it, maybe not!