To quantify this to put it in perspective, the research I've seen puts waste heat is in the very low single digit percentage points (I can't remember exact numbers but I think it was something like one or two percent) of climate impact - and our biggest sources of waste heat by a large margin would likely be thermal power plants, where for a coal plant for instance you dispose of more energy in waste heat than using all the electricity generated for resistive (100% efficient) heating, and that's before thinking about all the carbon and the other pollutants (and then have to deal with huge amounts of fly ash left over). After thermal power plants, the next largest sources of waste heat would likely be industrial processes.

So the more renewable you can make your energy mix, the less waste heat you have from thermal power generation, and then the waste heat from electricity use is probably pretty negligible after that.