A thermostat will allow you to set a temp and the bulb will keep the temp in that general area. A rheostat will basically top off the power that the bulb emits, which means it won't heat higher than the setting you set it to, but won't keep as consistent a temp as the thermostat.
I gotta hop in the shower and then on a train, so hopefully somebody else will chime in to answer any more questions you may have. If not I'll be back around later.