As far as I know solids exchange heat energy on contact the best of the three states, due to density and etc. while gasses are worst at that.
Recently I found out that, when boiling eggs, it is not necessary for them to be immersed in water. An alternative is to pour a small amount of water into the pot, put the eggs in and heat the pot so that the water turns into steam and heats up the inside of the pot and the eggs, thus cooking them.
In this approach you save the time needed to heat a full pot of water, which is a lot, but at the same time I was wondering how much longer does it take for the steam to transfer heat to the eggs, compared to water heated to the same (or relatively the same) temperature (since the water makes better contact with them and should transfer more heat, being a solid).