In temperate or cold climates a heated vest can be an excellent investment, especially if doing longdives, or large amounts of decompression.
However, proper use of clothing under the suit should be the first place to start, followed by a good hood and suitable gloves. (Dry gloves, three finger MIT's, etc).
If you do invest in a vest then the battery MUST be external to the suit with a means to disconnect the battery in an emergency. There are a number of divers who have received significant burns when the vest has developed a fault during the dive, and it has not been possible to disconnect the power (manly because the battery was internal to the suit). There is also the risk from the battery itself.
There is also potential risk if the suit floods, if the vest is not suited to diving.
Chemical heat pads should be avoided, there is little control over the temperature and speed of reaction, and they can produce significant local heat, sufficient to cause burns.
Gareth