Back when I lived on my mom and dad's farm, sometimes when I was the only one home I could stay plenty warm just by staying in my room with the light on. So yeah, sometimes the heat is not unwanted.
One of my lamps is the kind that the shade clips onto the bulb. I've yet to see a non-incandescent bulb that would work as a replacement. Plus as others have said, the light from incandescent bulbs is often just plain better. Those ones that flicker... ugh. Absolutely horrible. Honestly, I think an outright ban is just a plain stupid idea. Bans should only be for stuff that's shown to be directly harmful. And even then must be used carefully. Instead, if they want people to use alternatives, then make the alternatives more attractive and people will. This means improvements in quality and price.
I have an adjustable desk lamp, and for it I don't like incandescent specifically because of the heat since this is a lamp I sometimes work closely under. But in other cases, like I said above, the heat is useful. Of course I'd imagine heat lamps will still be available. If not a lot of farmers will be up in arms about that. For farm use, it's good to have a few of those around. (For example, for sticking over young critters (like lambs) when they are ill to make sure they keep warm while you are nursing them back to health.)