There are all sorts of different ways that energy can transfer between different objects. Probably what you're thinking of are the forms of heat flow (energy transfer caused by temperature differences). Often, people group these into three broad classes which give a pretty good idea of the main types.
1. Conduction: Hot atoms or molecules or electrons rattle around more than cold ones. As they bump into each other, the hot ones tend to transfer energy to the cold ones. So heat flows from hot regions to cold ones.
2. Convection. In liquids and gases, usually the density depends on temperature. Usually the hotter stuff is less dense. Gravity makes denser stuff sink and cooler stuff rise. If there's something hot (like a stove burner) below something cold (like a pot of water) this convection helps carry that hot stuff up into the cold regions. The circulating flow patterns can also carry heat sideways, as in the space between a window and a storm window.
3. Radiation. The hotter something is, the more electromagnetic radiation it gives off. Very hot things, like the sun or a glowing burner, give off radiation that we can even see (light). So the net flow of radiation energy is from the hot regions to the cold ones.
The key pattern here is that even though there are diverse mechanisms, they all carry energy from the hot regions to the cold ones.
(republished on 07/27/06)