In the (fiction) novel Artemis by Andy Weir, which takes place in a city on the moon, they have a heat management system that seemed pretty cool. They convert heat to light, and radiate the light out into space. Not sure how feasible/scalable that is, but I thought the concept was cool.

There are some various ways. Radiators can be large and thin, and as long as the heat-sensitive part of the thing is kept cool it doesn't really matter how hot the rest of it gets.