Rule of thumb...Dry wood, dry heat. Wet wood, wet heat.
Now after saying that it all depends on the wood you want to bend. Dry osage bends very well with dry heat. I use a heat gun and cooking oil to prevent scorching. I also believe the oil helps to hold the heat longer and helps to distribute it better. If the osage is still wet, steaming works better and will actually help with the drying process.
On woods like hickory steaming or boiling works better. It the wood is dry(seasoned) seal the area to be heated with shellac to prevent the wood from taking on moisture. Shellac can handle both the heat and moisture with no problems.