The energy confinement and thermal transport characteristics of net current free plasmas in regimes with muchsmaller gyroradii and collisionality than previously studied have been investigated in the Large Helical Device(LHD). The inward shifted configuration, which is superior from the point of viewof neoclassical transport theory, hasrevealed a systematic confinement improvement over the standard configuration. Energyconfinement times are improved over the International Stellarator Scaling 95 bya factor of 1.6 ±0.2 for an inwardshifted configuration. This enhancement is primarily due to the broad temperature profile with a high edge value.A simple dimensional analysis involving LHD and other medium sized heliotrons yields astrongly gyro-Bohmdependence (τEΩ ∝ ρ*-3.8) of energy confinement times. It should be noted that this result is attributed to a comprehensive treatment of LHD for systematic confinement enhancement and that the medium sized heliotronshave narrow temperature profiles. The core stored energy still indicates a dependence of τEΩ ∝ ρ*-2.6 whendata only from LHD are processed. The local heat transport analysis of discharges dimensionally similar exceptfor ρ* suggests that the heat conduction coefficient lies between Bohm and gyro-Bohm in the core and changestowards strong gyro-Bohm in the peripheral region. Since the inward shifted configuration has a geometricalfeature suppressing neoclassical transport, confinement improvement can be maintained in the collisionlessregime where ripple transport is important. The stiffness of the pressure profile coincides with enhancedtransport in the peaked density profile obtained by pellet injection.