Chip data sheets should give the power (or current) consumption of the chips, at least in some ideal condition. Then you can start from there and estimate how power the chip will really consume.
For most chips, the current consumption listed will be with the chip in operation, but with no loads on the output pins. However, any good data sheet will list the conditions under which a given parameter is specified -- so if, for instance, the chip will only work properly with some output pins loaded, the manufacturer should (and maybe will) give you a power figure for that condition.
Then you have to add in any load that you're putting on the chip -- i.e., if you're driving something with an amplifier, the current to do that is on top of the amplifier's quiescent current. Similarly, if it's some logic circuit, then any loads you put on the output pins (other chips, LEDs for indicator lights, etc.) will add to the current consumption.
Generally if you're serious about estimating power consumption, you'll end up with a giant spreadsheet that lists each component, it's quiescent current, any additional current draw you're causing it to have, and it's overall current. Then you sum up that "overall current" and you have an answer.