It's been established that cloaking devices such as those used by the Romulans or in the USS Defiant require a great amount of energy to sustain.
But wouldn't the energy have to go somewhere or end up violating at least several laws of thermodynamics. Either the temperature within the cloaked area would have to increase or they would have to dump the energy somewhere?
Note 1: Getting rid of heat is a critical problem on many of our current (21st century) spaceships (ie. satellites). Space isn't cold, just well insulated.
Note 2: If the federation used passive cloaking such as the current class of metamaterials that bend EM radition around themselves, that'd be one thing, but they'd still have to deal with the considerable energy created by the warp core running -- and all those human bodies, life support systems, etc.