This demo is an excellent introduction to convection currents. It provides a visual image of heating and the subsequent movement that is created when two liquids of different densities and thermal gradients interact with one another.
A glass tube in the shape of a square is filled with water. A small amount of dye is added to the tube and one corner is heated in a flame. The glass conducts the heat to the water, which then starts to expand and move. the dye allows you to track the movement of the convection current.