Depends on what brand some have adjustable heat, what size lamp and the temperature in the room. When I first got a heat lamp for my snake I turned the lamp up all the way without the snake in there and it got over 100*F and the room was pretty cold as it was in the middle of the winter and we were remodeling. What are you using the heat lamp for?
Enough to start a fire if you're not careful, the higher the wattage the higher the heat, the closer, the hotter. Make sure your socket or fixture is rated for heat lamps. If being used for animals, make sure they can move away from the lamp if it gets too hot for them.