An image sensor is basically a small computer chip, and have similar heating characteristics. When transistor gates switch from on to off, or the other way you have small electrical currents in the chip. Everywhere on the chip there is a tiny amount of resistance, and when you have currents going through resistors most of the energy turns into heat.
During readout from an image sensor there are a whole lot of transistors changing states, and hence they generate a bit of heat. When you take one picture there isn't too much build up of heat. But when you take several (usually 10-20) pictures every second (live view) there isn't enough time between the pictures to get rid of the heat generated. Over time this will heat the sensor.
I don't remember the numbers exactly, but a CCD should generate less heat than a CMOS, since it contains less logic (transistors) per pixel. While using live view I don't think the difference is too big, both will heat up.