Hi,
I would imagine that unless you are buying it as part of a "bundle" it will not come with the actual heater it will be used to control.
What heating system you use depends on your setup but a nice UTH like flexwatt or zoomed reptile heating pads would be the kind of thing most people would recomend and then think of supplemental heating if that didnt prove to be enough.
Have a search around the forums as quite a few threads are out there that talk about setting up heating and thermostats.:)
dr del