Get only some fields with EntityFieldQuery?
Great question! 

EntityFieldQuery  is truly good stuff,  but if you really want to get serious, you have to override the class in a custom module and add whatever behavior you need done in there.

I don't know your exact intentions, but I have referred myself to this article on the subject in the past.  Credits to Neil Hastings for this well written write-up. 

Look for code examples a bit into the article for nice examples of overiding.

Hope that helps, happy coding!