Regarding "waste heat":
On the generating side -- we have lots of energy (fuel / heat) expended (wasted) extracting fossil fuels from deep in the Earth. More wasted transporting them to power plants. More wasted due to burning them in less than 100% efficient conversion processes. More heat (and pollution) tends to go out the chimney or exhaust pipe than be converted into useful output -- electricity, mechanical work, clean heat, etc. Windmills and solar panels? Pffft!
On the load side -- just considering electric power usage (many alternatives exist, btw) when plugged into the grid. Looking back into the power supply line? ding's right again, it all looks the same.