I bought a simple beta Stirling engine online at dx.com recently and it came in the mail today. It works well with a cup of hot water placed under it, although it might take a little push to get it started due to the initial static friction. However, once it starts spinning, the wheel goes on and on for a very long time.
From the video, you can observe the expansion of the air within the main piston cylinder as the heat below raises the temperature and pressure. This forms the power stroke. When the piston rises, it pushes air into a secondary piston, which also helps to provide torque to the wheel. When the air in both pistons expand, it cools down. An understanding of the 1st law of Thermodynamics (JC syllabus) is necessary to appreciate why that happens. Upon cooling, pressure decreases and the pistons fall. The cycle repeats itself.