Now there are some objects which we use to warm ourselves that we are quite careful not to touch. I admit there are times that one is so cold that you would like to climb right in the fire and experience a little thermal conduction. It is a foolhardy idea and we settle for just standing close which works, but not as quickly. This is an example of the process known as radiative heat transfer. The heat seems to travel through the air directly from the source to you. Heaven help anyone who gets between you and the fire because the heat just seems to go away. Another notable characteristic of the radiative process is that it dies away quickly as you move away from the source. This leads to everyone standing way to close to the fire and burning their jeans. In fact, the heat is being carried by light which makes sense if you think of heat and light as energy but is difficult to reconcile with heat as a fluid. A final feature of radiative processes is that they are strongly dependent on the temperature of the source. This is why we don't notice the heat radiated by all of our friends as we walk around. Depending on the temperature scale you use we are roughly 30% as hot as a fire but I don't sure radiate 30% of the heat of a fire even on my most energetic days. You would definitely notice if I did.
Finally there is the convective process probably first noticed in fluids. When you heat a pot of water why doesn't the top of the water stay cold and the bottom get really hot? After all, water turns out to be a fairly poor conductor of heat. The answer has to do with bouyancy. As the water heats up it becomes slightly less dense and begins to "float" relative to the water around it. In a pot of water some floaty water is able to rise up to the top of the pot taking its heat with it while cooler water takes its place at the bottom of the pot. As a result you get water rising and falling at different places in the pot in a pattern known as a convection cell. From an outside perspective what appears to have happened is that heat has been carried from the bottom of the pot to the top. It is important to note that this process begins with conductive heating of the fluid followed by a bouyancy effect and possibly terminating with yet another conductive process as the fluid delivers its heat to another object. Convection is complex but life on earth would not be possible without it. Our weather, our seasons, and the flow of nutrients through the oceans of this world would not be possible without convective heat transfer.