I have read that waste heat causes urban heat islands in major cities, but otherwise it is not a threat. It does not contribute to global warming. Most heat at the earth's surface escapes into space in about a half hour. In the desert, after the sun goes down, the surroundings are cool after about a half hour, and pretty cold late at night.
If worldwide energy use increases a great deal, waste heat might become a problem. One solution would be to install gigantic orbiting thin film parasols to reduce the sunlight that reaches earth. This has been proposed to combat global warming. Another solution is paint the roofs of all building white, or to use white or light-colored building material, instead of black. - Jed
