where will all the energy go?

It doesn't disappear or anything, Juan. It just all spreads out so there's no difference from one place to the next. Most of space is in an incredibly high entropy state and with practically zippo heat. We just happen to be in a minuscule volume with low entropy. It comes down to the question : who're ya gonna listen to? Flanders and Swann or Isaac Newton?

http://www2.ncsu.edu/unity/lockers/users/f/felder/public/kenny/papers/entropy.html