A heat lamp is deffinatley much better then an un regulated UTH. I have a 75 watt red heat light that constantly has temps of like 92. Now since its getting cold out its in the mid-high 80's But its better then my UTH going up to like 120ºF which can and will happen. Mine hasnt burnt out yet ive had it for four months so far running at least 12 hrs a day 7 days a week. And it was like $7.
But yes a UTH and thermostat is better. (just got my tstat today) but UNTILL then, a heat lamp is safer then an un-regulated UTH.