Anode-free sodium batteries (AFSBs) with high energy density and cost-efficiency are practically promising for the transition to clean-energy society. However, application is limited because of low coulombic efficiency (CE) and limited cycle-life, together with a lack of understanding in device energy density and cost. Here we report a critical assessment of selected AFSBs with lithium-ion batteries (LIBs) and sodium-ion batteries (SIBs) from energy density and cost perspectives, based on commercial 4680 cylindrical construction. We establish reasons for low cycle-life of AFSBs and summarize current research in AFSBs. We confirm energy density range, materials cost, and potential demand for AFSBs via computation based on 4680 battery devices. We show the impact of active sodium ions and cathode active sites on cycle life. We compare the improvements in cycle-life achieved though electrolyte innovation, artificial solid electrolyte interphase (SEI) engineering, current collector modification, and pre-sodiation, along with the resulting energy density. We provide perspectives on likely future research to boost practical application of AFSBs. We conclude that findings will be of benefit in design for anode-free sodium batteries for clean energy storage and of interest therefore to a range of researchers in electrochemistry, materials and device engineering.