Do you mean proportional thermostat? A rheostat is just a dimmer.
As for which one is better. Both will work pretty much the same on a CHE. A pulse proportional basically just cycles the power on and off really fast while a dimming proportional actually limits the power to the CHE by limiting voltage to it. For something like a lamp that gives off light, you would want dimming over pulse, otherwise the light will turn into a strobe light from the pulse proportional.
Bottom line is a dimming proportional t-stat will work for any heat source type while pulse will work for any heat source type except lights. And I recommend Herpstats. Vivarium Electronics are good too I hear but I've only used Herpstats.