I'll back up the comments regarding hot headlamps.
I have a cheap and dirty 5W design (step-up current regulator, continuous brightness control from 0W-5W depending on the input voltage). I have the Luxeon V Portable mounted on a CPU heat sink. A piece of PVC pipe protects the LED and Fraen (LP or larger) optics.
If run at 5W for more than a few minutes, the heat sink can reach 145F. Since I am a caver and it's mounted onto a helmet, this isn't really an issue. Most of the time it will be running at 1W anyway (maybe even less), so it will be cool. And, since cave temps run cooler, that will help keep the heatsink temp down too.
But, a 3-5W headlamp mounted directly on your forehead would have to have some really special heat management when being run at full power for more than a few minutes.
Scott