Many pneumatic energy sources are available for use in autonomous and wearable soft robotics, but it is often not obvious which options are most desirable or even how to compare them. To address this, we compare pneumatic energy sources and review their relative merits. We evaluate commercially available battery-based microcompressors (singly, in parallel, and in series) and cylinders of high-pressure fluid (air and carbon dioxide). We identify energy density (joules/gram) and flow capacity (liters/gram) normalized by the mass of the entire fuel system (versus net fuel mass) as key metrics for soft robotic power systems. We also review research projects using combustion (methane and butane) and monopropellant decomposition (hydrogen peroxide), citing theoretical and experimental values. Comparison factors including heat, effective energy density, and working pressure/flow rate are covered. We conclude by comparing the key metrics behind each technology. Battery-powered microcompressors provide relatively high capacity, but maximum pressure and flow rates are low. Cylinders of compressed fluid provide high pressures and flow rates, but their limited capacity leads to short operating times. While methane and butane possess the highest net fuel energy densities, they typically react at speeds and pressures too high for many soft robots and require extensive system-level development. Hydrogen peroxide decomposition requires not only few additional parts (no pump or ignition system) but also considerable system-level development. We anticipate that this study will provide a framework for configuring fuel systems in soft robotics.