This article reviews recent thermoelectric experiments on quantum dot (QD) systems. The experiments focus on two types of inter-dot coupling: tunnel coupling and Coulomb coupling. Tunnel-coupled QDs allow particles to be exchanged between the attached reservoirs via the QD system. Hence, an applied temperature bias results in a thermovoltage. When being investigated as a function of QD energies, this leads to the thermopower stability diagram. Here, largest thermovoltage is observed in the regions of the triple points. In a QD system which exhibits only capacitive inter-dot coupling, electron transfer is suppressed. Such a device is studied in a three-terminal geometry: while one QD connects to the heat reservoir, the other one can exchange electrons with two reservoirs at a lower temperature. When the symmetry of the tunneling coefficients in the cold system is broken, the device becomes an energy harvester: thermal energy is extracted from the heat reservoir and is converted into a directed charge current between the two cold reservoirs. This review illustrates the large potential of multi-QD devices for thermoelectrics and thermal management at the nanometer-scale. In this article, the authors review the thermoelectric properties of a coupled quantum dot system which can be viewed as an artificial molecule. The first part presents the measurement of the thermopower generated by such a system located between a hot and a cold reservoir. In the second part it is discussed how coupled quantum dots can be used to extract energy from the hot reservoir and convert it into a directed current without particle exchange.