Thanks for the link to the heatsinks, wildbill. I've been looking for an appropriate one for sometime. I'm really surprised Pololu doesn't offer these.
Yes, reducing the current limit does work but it's not a solution if you need the full capacity of the motor. These little drivers are great if you derate their capacity by about half. Using a cooling fan is a solution but for a "real world" application I would want some means of detecting fan failure which introduces extra complexity.
Having said all that it's quite likely bobby2sox's setup doesn't require the full motor power so these may work fine but that depends on how fast he wants the axes to move, the pitch of his lead screws, etc.
I would love to see more details of this project, it sounds interesting.