There are three primary factors that affect the efficiency of heat transfer: conduction, convection, and radiation.
Conduction is the transfer of heat through solid matter, and is governed by the laws of thermodynamics. The rate of heat transfer is proportional to the temperature difference between the two objects in contact. In other words, if two objects are at different temperatures, heat will flow from the hotter object to the colder object until they reach equilibrium. The efficiency of heat transfer via conduction can be increased by increasing the surface area of contact between the two objects, or by using a material with a high thermal conductivity (such as metal).
Convection is the transfer of heat through fluid motion (liquid or gas), and also follows the laws of thermodynamics. When fluids are heated, they expand and become less dense than cooler fluids. This causes them to rise up while cooler fluids sink down, creating convection currents. The hot fluid then cools off as it transfers its heat to cooler surroundings, and the cycle repeats. The efficiency of convective heat transfer can be increased by using a fluid with a high specific heat capacity (such as water), or by increasing turbulence (which makes it easier for hot fluid to mix with cold fluid).
Radiation is the transfer of energy via electromagnetic waves, and does not require any physical contact between objects.Hotter objects emit more radiation than colder objects, so radiation always flows from hot to cold. The efficiency of radiative heat transfer can be increased by using materials that are good at absorbing and/or emitting radiation (such as black paint), or by increasing the surface area exposed to radiation.