A higher wattage CPU would heat up quicker than one of lower wattage, provided these CPUs are of the same process and architecture. And by "wattage" I'm referring to actual power consumption, not the TDP which varies by class.
One thing to keep in mind about a low wattage CPU: don't pay a lot more for one. Usually a normal variant of the same CPU can be undervolted to meet or beat the efficiency of a stock low wattage one.