With the engine cold, check the coolant level. If its low you have a leak and need to start looking at hoses etc. If its good, check the radiator cap and make sure its got a good tight seal. If the cooling system can't pressurise properly the fluid may boil and the engine overheat.
Check if you have any evidence of oil in the coolant when you have the cap off to ensure you have blown a gasket from the heat. Start the engine and let it warm up and check that no gases are bubbling through the coolant - another sign of gasket issues.
If you're still scratching your head, think about how old the radiator, how long since its been flushed, and if you've been using a 50% ethylene glycol mix in it. Alot of premix coolants are only 30% which is probably not enough and some corrosion may occur. Try flushing the radiator if you want, making sure you have the heater on. Some good threads on here as to what to do. Beware that flushing a cooling system in not-so-prime condition may result in leaks. I used some Nulon radiator flush last week and it seemed great stuff, but pretty wicked stuff, so flush well with clean water after.
Still got problems? Throw a new thermostat in, its quick cheap and easy.
And then still got problems? Check out a new radiator. I went through all this recently and ending up buying a very cheap (less than $100 with auto transmission cooler) radiator of eBay and wish I had done it a few years ago - so far its been terrific! Only put it on a week or two ago, but the weather had been pretty hot recently and the old girl runs under 1/4 on the gaugemost of the time and no more than 1/3 when stopped in traffic. Haven't seen it like that since I bought it with 90 000 km on the clock.
