1. You can focus the sun’s rays using a magnifying glass, but watch where you point the focused beam of light because it can set things on fire!
2. You can use friction—by rubbing two objects together, the friction between them creates heat. You can prove this to yourself just by rubbing your hands together; as you rub them together they will begin to feel warm.
3. You can use chemicals to create heat. As some chemicals dissolve in water, they give off heat. This is called an exothermic reaction. One such chemical is magnesium sulfate (MgSO4), which you can purchase inexpensively on the internet (http://www.ebay.com/itm/like/280605941369?lpid=82)
I would suggest you use the chemical approach, and ask your parents to help you purchase some MgSO4, and dissolve about ½ cup of it in 1-2 cups of water in a plastic bottle. Shake the bottle well to dissolve the MgSO4. Have your teacher and classmates touch the bottle, and feel how warm it gets (be careful—it could get very warm!).
For more information about exothermic chemical reactions, please visit http://en.wikipedia.org/wiki/Exothermic_reaction