Well, it's an interesting question... there are two "types" of power which I'll call quiescent, which is used all the time even when there is no signal, and dynamic, which is used when you deliver power to the speaker.
In terms of quiescent power usage, Class B solid state would win, and possibly Class D ("digital") although I've never seen any figures on the latter. In terms of dynamic power usage, Class D would be well ahead followed by Class B or AB solid state. Tube amps tend to be poor in quiescent power as they have significant power needed to drive the filaments and bias the tubes.
As far as dynamic power is concerned though, the *big* factor there is actually the efficiency of your speakers. Remember that an increase in efficiency of 3dB means that your amplifiers only need to deliver half as much power to produce the same volume level. 10dB more sensitive means only a tenth as much power is needed. So for minimum (dynamic) power usage, look for efficient speakers of 95dB or higher rating.
That's the power amps. Now the other components. For preamps, passive would have to win, as it consumes no power at all. Next would be using an integrated instead of a separate preamp, probably. For the signal source, well, I think a turntable will use less power than a CD player

Bear in mind that all equipment has a power figure on the back somewhere. This is not likely to be accurate but might provide a guide.
Hope this helps!
JohnR