Pneumatic systems use the energy of compressed air to carry out manufacturing automation processes through the implementation of complex handling and motion tasks. However, these systems are energy intensive: it is estimated that pneumatic systems in manufacturing plants consume approximately 10% of all electricity consumed in the industrial sector. At the same time, the energy efficiency of the whole pneumatic system is observed to be 6–10%, due to the compression process, oversizing, and overconsumption. There are numerous solutions in the literature focusing on improving efficiency at the compression stage of utilization; however, for the utilization stage, there is a lack of systematization and grouping of these solutions. The following review will summarize current knowledge about the utilization stage and methods for improving oversizing and energy overconsumption. In addition, a method of exergy analysis for pneumatic systems will be presented, which is a very useful tool to assess the efficiency of these systems.