I used a Peltier cooler and a candle to generate electricity. To learn more about peltier coolers see my other Youtube videos or visit http://www.electronhacks.com
A thermoelectric device has two different semiconductors alliteratively stacked and connected kind of like little blocks. When current flows through one conductor it will make heat and the other slower conductor it will cool (the Peltier effect) . It is not easy to explain so please visit these links. http://en.wikipedia.org/wiki/Thermoelectric_effect http://ixbtlabs.com/articles/peltiercoolers/ They may help a little.
Here are a bunch of peltiers on Newark, click show results or check out the datasheets.