Let's start our discussion of freight with the biggest loads and the longest distances. The most important thing to keep in mind is that the problem of efficient intercity freight movement was solved over a century ago. As I understand it, rail infrastructure costs about the same as roads, and once it's built, some combination of rail and boat (by sea, lake, river or canal) costs less to maintain and operate than trucks on roads.
Jarrett likes to reduce things to simple geometry. The freight question reduces to chemistry and physics: steel on steel has less rolling resistance than rubber on asphalt. If you want to get into the details, David Lawyer has the data. Beyond energy efficiency, steel rails are also more durable than asphalt and rubber. Trains are also more efficient in terms of operating labor: the tracks and signals make it easier to predict what will be in the train's path, and where the train cars will go, which allows huge amounts of cargo to be moved by a handful of people.
Ships and lake boats are more efficient than cars because there's not a lot of competition for the space on top of the water, which allows us to make them bigger than any truck. They, and canal and river boats, can also take advantage of water currents for at least part of their journeys.
Of course, all these modes are way more efficient than air cargo, which requires pushing lots of air out of the way of the planes, and going fast enough so that they don't fall out of the sky until we're ready for them to. In terms of energy efficiency, the Department of Energy estimated that airplanes use 32,000 BTU of energy to move a ton of freight one mile, while trucks consume 3,100, boats 418 and trains 305 BTU per ton-mile (PDF, table 2.16).
What this all means is that if we can shift a freight load from truck to rail or boat at no extra cost, it will be cheaper and use less energy, and most likely pollute less. If there is an added cost to shifting the load from truck to rail, that cost should be compared with the cost of keeping it on trucks. Reducing highway and fuel subsidies is one way to make the cost of trucking more apparent.