Trying to heat up my bath!
Look in Wikipedia, under specific heat. It has a list of materials and their specific heat. There are only a few that have a higher specific heat than water, meaning, that it takes a lot of energy to heat water.
Liquid ammonia has 1.1 - 1.5 times higher heat capacity than water (at 0 - 100 C respectively)., but you will have to be sure your heat exchangers can withstand the pressure.