You are ignoring how economies of scale affect efficiency and pollution.
Because of their large scale, power plants achieve efficiency levels that are far above and pollution levels far below what could never be achieved in a tiny internal combustion engine, even when you account for the losses incurred by the transport of electricity.
Even when coal is used to generate electricity, electric cars are still on par with gasoline cars.
A charging infrastructure is far cheaper to build out that an CNG refueling infrastructure and the great thing about electric is that it doesn't matter what is being used to generate the power on the back-end.
In the mean time, while the limitations to battery technology are addressed, the most logical bridge is not some other fuel; it's hybrid and plugin hybrid cars which leverage existing gasoline infrastructure.