Actually, a free lunch is a matter of perspective. Even solar energy is not a free lunch. Not only because it costs a certain amount to build the system, but because the Solar output is dependent on supplied energy (through gravitational energy and hydrogen produced in the Big bang.
As far as it costing more to maintain and cycle a system than the energy you get out. A steam engine or sterling engine manages to succeed. It all depends on the efficiencies and magnitude of the energy output of the fuel/ source.
The amounts of energy out are indeed small so it would be very difficult to overcome the inefficiencies. but at least from a theoretical approach it would be possible.
On the nano scale the power density apparently increases quite a bit, so if there is an application it would probably be in nanotechnology. It is certainly a structural concern on such scales, though as mentioned as an energy source , while not impossible, it may be extremely difficult. Even if you succeeded, you might be able to power some nano robot. Scaling up would be increasingly challenging.
Dan Tibbets