There are many different types of amplifiers. The most commonly used in audio are class A, AB and D. Class D amplifiers are inherently efficient reaching efficiencies >90%. This video shows you how class D amplifiers work, and how to build your own 2x15W stereo amplifier on a breadboard.

Class D amp kit mentioned in video

Parts list to build your own:
TPA3122:
http://octopart.com/tpa3122d2n-texas+instruments-11912477
1000uF:
http://octopart.com/partsearch#!?q=EEU-FM1V102
33uH:
http://octopart.com/12rs333c-murata-10572140
0.68uF:
http://octopart.com/fk16x7r1h684k-tdk-21525577

Schematic: