UCSD physics professor Tom Murphy does something I was always curious about and calculates the MPG conversions for walking and biking. The conversion is based on the energy density of gasoline burned in cars vs. food energy burned in muscle. "Long-haul" walking comes in at 40 MPG eating regular food; running will be less efficient than that. A Prius is more efficient in energy terms than a runner.
Note that of course this doesn't measure climate impact or dollars per unit energy. Murphy also points out that those kcal you're eating could either be trucked in from all over the place (burning more gas) or be grown closer to home.