Thermocouple
Thermocouples are generally used as a way to measure tempature, rather then generate energy. A Thermocouple is made by joining two different kinds of metals side by side (not alloying them togeather). Heating these two metals will cause electricity to be generated. How much varies based on what two metals are being joined. However, basically all combinations we have tried have been very low output, in the microvolt range. This makes it good for sensors but bad for energy generation.
Thermocouples are used in some applications to provide energy. For example space probes and some rovers use them in conjunction with a radioactive material as there is no real moving parts that need maintenance making the setup lighter and longer lasting then other options.
Magnesium Antimony
Robert Murray's "1624 Thermoelectric Generators Have Just Made A Huge Leap Forward"
The above video looks a bit at a Magnesium-alloy and Copper Thermocouple. It aparently works a good bit better then a lot of the other pairings we commonly use. And his used of Magnesium is based on a paper where they used a Magnesium antimony alloy which works even better then his quick expariment.