The reason my rear wheel got hot after driving was due to a seized brake caliper. You should get this checked as soon as possible. This issue will significantly impact your fuel economy and safety, and will cause damage to the brake rotors (more $$) if you don't get it fixed soon. It also can affect your driving and handling.
There are many reasons that the front tires get hot. Assuming that all four tires are in alignment and properly inflated, the most prominent are friction from contact with the road as well as the proximity to the brakes and engine.
If the tires are not properly aligned, simply rolling down the road will generate friction and thus heat (and excessive tire wear). An under-inflated tire will also add to friction, or heat (ever try to push a car with four flat tires?).
Since most of the braking power is supplied by the front brakes, heat from the brakes, through the air as well as directly through the rotor (or drum) and through the rims will heat the tires some.
Being near the engine will also add some heat as well.
Braking hard so the tires loose some traction will also add heat as the tire slips slightly on the pavement (as well as accelerating quickly on front wheel drive cars) even if you don't hear an audible squeal.
Even if your car is aligned, simply turning will generate heat because force is needed to "push" the car's front end away from its path of inertia (it wants to go straight, you apply force to turn it, the heavier the front end, the more force on the front tires).
Breaking and turning (and accelerating) will generate heat, the harder you push your car, the more heat.