Well, when alkanes burn... ideally with any combustion reaction there's usually not enough oxygen to go around with. So ideally you would need a situation where there's the highest surface area contact with the fuel and the air, which is best as a vapor. When you heat these long alkane chains, they can undergo cracking where the chains turn into smaller alkanes, which give them more surface area making them easier to burn. Ultimately under high heat the molecules turn into radicals as they undergo combustion and you'd find interesting enough a lot of hydroxide radicals... there's a whole chemistry devoted to this called fire chemistry where some chemists try to figure out what chemicals are best to put out fires by examining the mechanism of combustion.
Also, no matter how you burn it, a fuel would only have a fixed amount of potential energy. You can't get more out of it than there is. You can however burn it more efficiently and actually get closer to getting a complete burn of all your fuel with oxygen because there are a lot of side reactions that don't yield as much energy as with reacting with oxygen.