Conduction: Conduction in Metals.

Metals are good conductors of thermal energy as the atoms of metals are very closely packed together so the vibrations are passed on very quickly and they also have a lot of free electrons. When the metal is being heated, the free electrons that are close to the heat source is also heated. As they are heated, they will move around the metal faster than usual, colliding into atoms and other electrons, which will make the others vibrate faster as well. That is why metals are good conductors of heat.
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Video
The following video shows that different metals conduct heat at different rates.

In the video,there are 5 rods that are of the same length attached to the handle. At the end of each rod, there is a flag attached to the rod with wax.

Flag #1 - Steel
Flag #2 - Brass
Flag #3 - Aluminum
Flag #4 - Stainless Steel
Flag #5 - Copper

As they start to heat the metal, heat is conducted along each rods which will melt the wax when the heat reaches the end of the rod, which will cause the flag to drop off. As the rate of thermal conductivity of each metal is different, the time taken for each flag is different as well.

From Fastest to Slowest
#3 -> #5 -> #2 -> #1 -> #4

So, from the experiment, we can see that aluminum is the best conductor of heat out of the 5 metals but stainless steel is not as good as the others.

Why does different metals have different rate of thermal conductivity?
The rate of thermal conductivity is depends on many factors such as the amount of free electrons there is, how fast the free electrons move and how far they have to move before colliding into something else and change direction(e.g. electron)

How fast a metal conducts heat is based on the molecules the metal is made up of. Good conductor of heat have atoms that allows heat to flow right through without having to collide or bump into anything. Some metals do not conduct heat that quickly is because they can't really let the heat to flow right through, making the heat bounce around, thus it takes a longer time to heat up.