Best Steam in Town

Steam engines use the heat of fossil-fuel like coal to boil water and create steam, the pressure of the expanding steam is use to turn engines like in locomotives.

The question is, is there a better liquid out there today, either natural or man-made, that when compared to water steam, using the same heat can produce more pressure, or when using less heat can produce the same pressure.

Bottom line, is there a liquid that significantly uses less chemical energy (heat) to produce same kinetic energy compared to water.