Marcosdias,
Your English is excellent and I believe we understand your question. I have encountered this "superheated liquid" term before and it always leads to confusion and generally leads to poor engineering. If I may labor the point, liquids are all either "sub-cooled" or "saturated". Gases are all either "super-heated" or "saturated". In the example I used above, at 127C and 241.3 kPa, water would be slightly sub-cooled even though it is well above the boiling point at atmospheric pressure. If this stuff was easy they wouldn't need Engineers to do it.
At the end of the day, the energy usage between a heated water system and a steam system for the same load would be the same as long as each system is properly designed and constructed. Energy usage would only vary by the relative system efficiency which can be a very small difference.
On the other hand, you have more precise control with a hot water system because there is no minimum system operating temperature--you will still add heat to a 10C space with 11C water, just not very fast. With a steam system, you must heat the system to the saturation temperature for the operating pressure so in low-demand conditions you will be adding a lot more heat to the steam system. Also, the water quality of a steam system must be very high to minimize scale, while a pressurized water system can tolerate lower quality very well.
My preferences will always tend towards a pressurized water system for simple heating because steam generation has some added maintenance, wear, and corrosion/scale issues that can make the life-cycle cost of the steam system much higher than a pressurized water system.
I hope this helps, if not maybe someone else can say it in a way that is clearer.
David