Coal is the most lethal energy source, while natural gas and nuclear stack up relatively well.
This interactive visualization, found at the IBM research site Many Eyes, allows you to compare the number of deaths, measured per terawatt-hour (TWh), that can be attributed to each of the main sources of energy worldwide—coal, oil, natural gas, nuclear, hydro, and peat or biomass—against the proportion that each contribute to global energy production.
Click on the button on the top-left of the graphic below to open it up. The left column represents the percentage of global energy production for each source. The right column reflects the deaths per TWh that are attributable to each source.
As you can see, coal is the most lethal energy source, largely due to its particulate emissions. By comparison, nuclear energy, which includes deaths attributable to the disaster at Chernobyl but none from the disaster currently unfolding in Japan, stacks up quite well.
The data do not include the effects of global warming, and are drawn from a variety of sources, including the World Health Organization and European national averages—more details are available here.