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In recent years, the study of heat to work conversion has been re-invigorated by nanotechnology. Steady-state devices do this conversion without any macroscopic moving parts, through steady-state flows of microscopic particles such as electrons, photons, phonons, etc. This review aims to introduce some of the theories used to describe these steady-state flows in a variety of mesoscopic or nanoscale systems. These theories are introduced in the context of idealized machines which convert heat into electrical power (heat-engines) or convert electrical power into a heat flow (refrigerators). In this sense, the machines could be categorized as thermoelectrics, although this should be understood to include photovoltaics when the heat source is the sun. As quantum mechanics is important for most such machines, they fall into the field of quantum thermodynamics. In many cases, the machines we consider have few …