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We study the energy consumption of wireless sensor network links applying three widely used digital modulation schemes, i.e. MQAM, MPSK, and noncoherent MFSK. For MQAM and MPSK, pulse shaping is considered. Both transmitted signal power and circuit power are taken into account where the former is modeled using the relationship between cutoff rate and signal-to-noise ratio (SNR) and the latter is modeled considering the power consumption of typical hardware used in wireless sensor nodes. A novel analytical tool for calculating the power efficiency of linear power amplifiers is used. Moreover, the bandwidth and data rate limitations of the IEEE 802.15.4 standard are considered. For each modulation type, the optimum parameters for minimizing the energy per information bit are derived. Finally, a comparison among the three modulation types is presented.