I've held a uranium fuel rod (prior to it going in a reactor! - afterwards would be a poor idea)
I can tell you it doesn't feel noticably warm in itself.
Remember that it's the 235 isotope of Uranium that's radioactive and fuel for reactors is only slightly enriched in this.
In order to get the heat out for generation you need to bring a lot of Uranium together and surround the rods in a "moderator" which slows down the neutrons enough for them to interact with other Uranium atoms and produce a chain reaction.
You can buy Uranium ore here
http://www.unitednuclear.com/bulk.htm
I'll leave the processing to you