When neutrons leave fissionable materials, does the energy come from the neutron becoming a electron and a proton? Or does the neutron itself break down into pure energy?

Well to sustain a fission reaction, a supply of neutrons must continue the reaction. The energy is mostly from the fissioning process itself and neutron release is a by-product. The neutrons hopefully continue the chain reaction.

It's because of the mass (and energy obviously) defecit between the products and the reactants.

 

The curve of nuclear binding energy per nucleon starts at 0 (obviously), quickly increases to it's peak at Iron, then gradually drops away.

 

You get energy released from a reaction which results in an increase of NBE/Nucleon, which is why fusion of light elements releases energy, and so does fission of heavy elements.

 

This would be easier to explain if someone drew me/found a copy of the curve.

 

ps. This curve also explains why the transironic (now there's a silly name, I can't remember if it's actually used or not) elements aren't created in your average star, but by supernovae.