You can use on / off thermostats with a lamp system, but it's usually easier to get a dimmer and adjust the ambient temperature yourself. You'll need to control your under tank heater with some kind of t-stat in order to keep it from overheating.
The other advise was also spot on. Always start new borns on mice, then quickly change them to rats when they are of a little size. You can try frozen/thawed but most will prefer live right from the start, which can be problematic to some keepers. . . and don't be too worried about it getting imprinted on mice, they are generally good eaters and will convert to Rats easily without the need for ASF :-)