Conduction is the transfer of heat through a solid.
Metal such as Copper and Aluminium are good conductors of heat.
Eg. If you hold a bunsen burner directly beside a pice of copper, the heat is going to travel very fast through it.
Convection is all about when a gas or a liquid moves and carries heat with it. When fluid is heated it expands.
This means that it will become less dense than the colder fluid around it. Because of this the warmer fluid will try to float over the colder fluid, and this is why warm air rises.
This is called a 'Convection Current'.
Radiation is when heat moves around in electromagnetid waces like light does.
Any hot object will emit (give out) heat radiation - the hotter it is the more heat it will give out.
This type of Radiation is called infa-red.
Dark, matt coulors will absorb and emit the most infa-red radiation, and light, shiny colours will reflect it.