I was trying to google around to verify this. Could not find any hard data but it appears he did incorporate duct work in his house to pass the heating from his fireplaces around to various rooms. This was probably not very common at the time.
This article isn't filled with as much detail as I had hoped. It is a photo-essay and doesn't really cover much in the way of the gadgets he invented and used.
Here's something Jefferson and geeky. He came up with the term 'catenary' as in a catenary curve. The Gateway Arch in St. Louis (located in the Jefferson National Expansion Park) is a catenary and you can see its equation in the visitor center at the base.