glycol has significantly less heat transfer capacity than water. actually, short of mercury or low-melting point metals, there is no other liquid material that will beat water when it comes to transfering heat (near atmospheric pressure). the only reason glycol is used in heat exchangers like car radiators and such, is because it resists freezing and prevents corrosion.
if freezing and corrosion arent a concern, use pure distilled water. however if you need to heat the liquid above ~220*F, you can sacrifice some heat carrying capacity for something like mineral oil, which will let you heat it to a much higher temperature and drive the temperature delta.
and yes, you will need a pressure vent on that thing.