No, I do not have a thermostat. I went ahead and ordered a ceramic bulb, which comes with a digital thermometer and I've also ordered a Fluker's digital thermometer/hygrometer. I have an analog thermometer as well but its readings are unreliable so I decided to go ahead and order a few digital thermometers to replace the analog ones.
I already have a UVA bulb, so I will go back to using that during the day as well as the ceramic heat bulb. I feel the heat lamp is necessary because the heat mat I bought (while it's a large one) does not heat the bottom of the tank well enough. It keeps the one side warm at best. I measure surface temperature with a probe thermometer. Why would a thermostat be important? The only difference (from what I can tell) between a thermostat and a thermometer is that a thermostat can turn off/on the unit if the inside of the tank gets too warm or too cold. However, the Tsarina's tank is pretty stable. The temperature has remained within the 80-85 degree zone and has not gone below or above.
For the heat lamp, I have a lamp stand that sits outside of her cage, 6-8 inches above the mesh of her tank. I doubt she could burn herself, even if she sat up against the mesh itself. The stainless steel/plastic that makes up the top of the tank, does not get hot. It's warm to the touch but not hot.