The rapid development of optical frequency combs from their table-top origins towards chip-scale platforms has opened up exciting possibilities for comb functionalities outside laboratories. Enhanced nonlinear processes in microresonators have emerged as a mainstream comb-generating mechanism with compelling advantages in size, weight, and power consumption. The established understanding of gain and loss in nonlinear microresonators, along with recently developed ultralow-loss nonlinear photonic circuitry, has boosted the optical energy conversion efficiency of microresonator frequency comb (microcomb) devices from below a few percent to above 50%. This review summarizes the latest advances in novel photonic devices and pumping strategies that contribute to these milestones of microcomb efficiency. The resulting benefits for high-performance integration of comb applications are also discussed before summarizing the remaining challenges.