For a while, I was interested in steam engines as a hobby. I'll go ahead and tell you that the cost of a quality engine will greatly outweigh any benefits that you gain; you'll be much better off using a thermoelectric device to generate power.
Model steam engines basically come in two categories: Toy level and hobby level. The toy level engines are neat to look at and to run, but don't put out much power. The hobby level engines put out a fair amount of power, but have to be fired with higher temperature fuels (Butane, alchohol, or at the very least sterno jelly) to even produce a head of steam and start around the $500+ range. Not to mention the cost and upkeep; small steam engines are heavy, inefficient (Don't read the high efficiency claims on wikipedia and believe them; the engines in question are less than 10 percent efficient), and require alot of maintainance. You have to oil the cylinder every run with motor oil, and you also have to use distilled water to prevent mineral buildup which will clog the lines.
I don't mean to discourage you, I think it'd be a neat thing to do, but throughout my span in the hobby, it was hard to even generate enough power for a flashlight bulb with a high end (dollar) generator. The energy exerted to carry the engine, oil, and distilled water along with the time it would take to maintain and setup would greatly outweigh the amount of energy produced even with one of the fuels I mentioned.