Sitting at the intersection of spintronics and thermoelectricity, research investigating the coupling of thermoelectric, magnetic, and electrical transport properties in materials has recently found that the ferromagnetic Heusler alloys are the ideal testbeds. These materials have attracted a lot of attention due to their useful magnetotransport properties and the possibility of tailoring these properties by modifying their composition or producing heterostructures. With the diverse range of interesting phenomena in the Heusler alloys, ferromagnetic Heusler alloys are also ideal candidates for engineering spin caloritronic devices that can take advantage of the interplay of the physics of heat flow, magnetism, and electric potential. The fundamental physical concepts important to spin-dependent thermoelectrics research are introduced and recent studies of several ferromagnetic Heusler compounds are reviewed, highlighting some exceptional latest experiments on half-metallic Co2TiSn and the ferromagnetic Weyl semimetal Co2MnGa. Furthermore, the potential to generate useful magnetothermoelectric voltages in electronic devices based on the anomalous Nernst effect is discussed.