CONDUCTION:
Touching a stove and being burned
Ice cooling down your hand
Boiling water by thrusting a red-hot piece of iron into it
CONVECTION:
Hot air rising, cooling, and falling (convection currents)
An old-fashioned radiator (creates a convection cell in a room by emitting warm air at the top and drawing in cool air at the bottom).
RADIATION:
Heat from the sun warming your face
Heat from a lightbulb
Heat from a fire
Heat from anything else which is warmer than its surroundings.