Liquids conduct heat better than gases because they are more dense; heat is conducted on a molecular level, so if you have more molecules per cubic centimeter, you will have more heat conduction.
In liquids particles are more loosely packed so heat can flow through more ease.
Solids do conduct heat better than gases, although not necessarily better than liquids. Some solids are actually composite materials, because they can have a porous structure which contains gas within the solid, and this results in solids that do not conduct heat very well. But it is the gas component which has this insulating property.
Because they conduct heat less efficiently than do liquids or solids.
Solids ---heat---> Liquids ---more heat---> gases
When gases lose heat they condensate into liquids.
by convection
All objects conduct heat to some degree, even though some conduct it better than others. Objects are made out of matter, and that is the only requirement. If you want to know what an object would need to be made out of in order to conduct heat efficiently, that would be another question. Generally speaking, solids and liquids conduct heat better than gases so. Solids that contain trapped gas within them do not conduct heat as well as solids that don't.
convection
Heat moves through liquids by the gases moving towards the convention.
no, metal is the best heat && energy conductor.
Since most of the time we are concerned with heat being transferred via conduction, the denser the material, the easier it is to conduct heat. Except for the rare anomaly (think ice vs liquid water) solids are denser than their corresponding liquid forms. All that is a gross simplification of course. Many liquids heat quite a bit better than solids and convection (which can occur in liquids but not solids) can greatly aid in the speed of "heating up", so the generalization that solids heat up faster than liquids is only a tendency rather than a rule.
Solids are better conductors due to the close formation of the atoms to one another allowing energy to be more easily transferred between electrons, where as liquids have more space between atoms causing energy to be transferred less effectively