Mobile cloud gaming allows gamers to play games on resourceconstrained mobile devices, and a measurement study to quantity the client performance and energy consumption is crucial to attract and retain gamers. In this paper, we adopt an open source cloud gaming platform, GamingAnywhere, to conduct extensive experiments on real mobile devices. Our experiment results show several insights that are of interests to researchers, developers, and gamers. First, compared to native games, mobile cloud games save energy by up to 30%. Second, the hardware video coders achieve higher frame rates but suffer from a small unnecessary buffering delay, and thus is less ideal for fast-paced games. Third, the frame rate, bit rate, and resolution all affect the decoders' resource consumption, while frame rate imposes the highest impact. Last, cellular networks incur 30%-45% more energy consumption than WiFi networks, and the event processing of touch screens is also energyhungry. These findings shed some light on further enhancements of the emerging mobile cloud gaming platforms.