Since energy is lost at each trophic level (about 90% of the energy is lost as it is transferred from one trophic level to the next), shorter food chains would ensure that less energy is lost eventually. A shorter food chain would mean more energy available for the final consumer because less energy is lost to the environment through the various means. Thus, shorter food chians are more effecient than longer food chians.
For example, more energy would be available to a farm who feeds directly on the crop plants that he grows compared to eating the cow that had fed on the crop plant since energy would be lost when transferred from trophic level 1 to trophic level 2 then to the farmer.