What I find interesting that despite how far we have come we are still mostly relying on the heating up of water to make steam to turn turbines to make most of our power,
Not exactly come along way have we.
It's a bit like the wheel - Once you have found the best way to do something, it can't be improved. So that is why we still have the wheel and steam driven turbines as that is the best way to solve that problem. Unless a totally new way comes along later that is as simple and as efficient.
Even nuclear power stations only use the nuclear material to heat water and then it's back to the same process of steam turbines that are used in all power stations. Only the heating source changes.
EDIT: Ah! I see others have already addressed these points.