That's odd. Try these:
http://nssdc.gsfc.nasa.gov/planetary/mars/marssurf.html
http://en.wikipedia.org/wiki/Sabatier_reaction
http://en.wikipedia.org/wiki/Fischer-Tropsch_process
http://www.eere.energy.gov/hydrogenandfuelcells/pdfs/storage.pdf
I did a bit of calculations on the methane generators they're planning on using for the Mars mission. They are taking hydrogen with them, and getting CO2 from the atmosphere. The prototypes have an overall energy efficiency of 45-48%. That's with basically free hydrogen. Although in all their papers they cite "high efficiency" and "90%", that's for the overall reaction, not just the methane. There is water produced as well, which probably accounts for most losses.
Of course there may be other factors. They're just prototypes, and I'm sure at a certain point it's better to waste some energy than take a heavier reactor vessel to Mars. The Sabatier reaction is exothermic, so I'm wondering whether producing hydrogen concurrently would increase the efficiency. But then the process of capturing CO2 also requires heat, so there may be no room for improvement.
To answer some questions, yes I'm mostly playing Devil's advocate. But I'm on a spree finding neat things to do with renewable energy. As Terry pointed out, this can be a completely renewable source of natural gas. But as electrondady1 said, it's not cheap.
I'm increasingly realizing that there will be no technological improvements that will benefit solely renewable energy or fossil fuels alone. CO2 capture, for instance, can be used by us to create synthetic hydrocarbons, or it can be used by fossil fuel producers to clean up their act. Electrondady1, you're right, we are quickly diverging into a true marketplace of energy sources.
And, yes, it is possible to move on to liquid fuels, such as methanol. Methanol may even be more efficient. I'm not sure about octane.
Bruce, yes methane digesters are widely used. But it seems to me it isn't worthwhile unless you have a farm with livestock. A few people can't generate enough methane to even account for their cooking needs. But I can build as many windmills as I have to and I don't have to feed them or take them to the vet!