Let M be a compact Riemannian manifold without boundary and let H be a self-adjoint generalized Laplace operator acting on sections in a bundle over M. We give a path integral formula for the solution to the corresponding heat equation. This is based on approximating path space by finite dimensional spaces of geodesic polygons. We also show a uniform convergence result for the heat kernels. This yields a simple and natural proof for the Hess-Schrader-Uhlenbrock estimate and a path integral formula for the trace of the heat operator.