Actually, we convert heat into electricity by heating water mostly. But, even nuclear or worse, coal power plants are only about 42% efficient. Most of the wasted heat goes into thermal water pollution. We end up dumping a lot of hot water into rivers and lakes. But, coal also dump$ the dirtiest crap into the air. Not just CO2, but all sorts of crap including heavy metals, sulfur, and particulates. Hydroelectric is the cleanest energy, but they have put up so many dams on rivers, like the Columbia, that spawning salmon can no longer get back up stream to replenish the stock, which is not only bad for us, but the forests that are nurtured by the dead salmon. There really is no free lunch.