"Warm" also expresses a feeling of comfort. If the coffee is warm, it's temperature is high but not high enough to cause pain. You could also describe a person as warm which would mean they are caring/compassionate.
"Hot" represents a temperature that is really high and that usually causes discomfort. If the coffee is hot, you wouldn't want to drink it right away because it may burn your mouth! lol
As said previously, hot could be used to describe someone who is very attractive/sexy as well.