You can buy simple ceramic or other permanent magnets, and these do not need electricity to work.
In any electromagnet all consumed power (exept for the initial switch-on) is converted to heat by the ohmic resistance of the wire used.
It roughly means that if you double the wire diameter (quadruple circumverence) and then als use 4 times as many windings, the total resistance, and therefore the power consumption of the magnet stays the same, while the magnet is 16x bigger and the generated magnetic field is 4x stronger.
Holding force is also influenced a great deal by any gap between the electromagnet and whatever it is holding. Even a 0.1mm gap has a dramatic effect.