Use an infrared camera to see examples of conduction, convection, radiation, latent heat, or insulation. 

Possible demonstrations:

• Black trash bag (see through)
• Pyrex casserole dish (absorbs IR)
• Alcohol (to make fire)
• Methanol (to make fire)
• Whiteboard (reflection)
• Heat transfer on lab table
• Warming/cooling of hands via friction or ice water bath
• Warming of friction blocks on each other (wood vs felt)