I have been using transformer-relay + Nest with my line-voltage baseboard heater for couple years. Working like a charm.
[url=http://www.smarthome.com/aube-rc840t-240-on-off-switching-electric-heating-relay-with-built-in-24-v-transformer.html]http://www.smarthome.com/aube-rc840t-240-on-off-switching-electric-heating-relay-with-built-in-24-v-transformer.html[/url]
Amazon also has it.
It seems HomeDepot sells similar product:
[url=http://www.homedepot.com/p/Cadet-5-KW-240-Volt-to-24-Volt-1-Circuit-Electric-Heating-Relay-with-Integral-Transformer-R841C1227/202849702]http://www.homedepot.com/p/Cadet-5-KW-240-Volt-to-24-Volt-1-Circuit-Electric-Heating-Relay-with-Integral-Transformer-R841C1227/202849702[/url]
Pros:Works with Nest and my baseboard heater.
Cons:In order to have this module hidden, you likely need to cut a hole in your drywall to put it in. Licensed electrician is recommended just to be safe.