Try http://bildr.org/2012/03/rfp30n06le-arduino/ for a tutorial on mosfets.
Oooooh awesome, now I get it :D
With respect to using PWM to control the lightbulb, something you have to note is that your temperature sensor is only precise to 1C or so. You'll never be able to track the temperature as closely as you would be controlling the bulb.
That is ok, it doesn't have to be spot on. The LM35's resolution is good enough, but although the error margin could ideally be 0.5º instead of that 1º, I can work with ~1ºC error. Just for future reference, is there a more accurate temperature sensor you'd recommend? The TM36 seems close to the LM35. I found the Maxim ds18s20 but it's a bit more pricey than the LM35. Not too much anyway.
You don't have to look for a single bulb which meets your power requirements - there's nothing stopping you from using four or five 11W (tail light / side light) bulbs if that gets you the right power.
You are right, of course. So would I be able to wire them in series, an drive them with just one Mosfet (sacrificing individual control and working with them like it was just one lamp)?