This society consists of various peoples and fantasy races, but most of them have heat requirements similar to humans. What would a reliable source of heat for this society be? Bonus points if this heat also provides light.
Approximately 8000-10,000 feet (2.5 - 3 km) under water on the ocean floor.
Everything is surrounded and covered by water.
Natives have gills and need to "breath" the water.
They have visitors and tourists that aren't adjusted to the ocean depths and need additional compensation (not a seperate question, just a note for the requirements).
The output area for the heat needs to be relatively safe.
We'll focus on city areas which are vaguely similar to modern "big" cities (ie skyscrapers, city layout, etc).
Technology level is that of the "Advanced Ancient Acropolis". http://tvtropes.org/pmwiki/pmwiki.php/Main/AdvancedAncientAcropolis
Edit - The duplicate suggestion, while certainly containing useful information, doesn't address the question on the same scale required for this question.