How to load all field values from multiple entities?
EFQ will return an entity stub, if you want the fully loaded entities, you can try something like:

// Build query
$query = new EntityFieldQuery();
$query-&gt;entityCondition('entity_type', 'user');
$query-&gt;fieldCondition('field_my_field', 'value', $values);
// Execute for result
$result = $query-&gt;execute();
// If has data
if (!empty($result['user'])) {
  // Load users
  $accounts = entity_load('user', array_keys($result['user']));
  // If using devel
  // dpm($accounts);
}else{
  // No results
}