My set up is a plastic grow cab in a closet with sliding doors. I was so worried about the heat generated by an HPS I was afraid to use one. But I went out and bought my 150 watt compact HPS, figuring I could always return it if it turned out to be too hot. Well, I plugged it in hanging from a hook in my kitchen first to see just how it got. No part of it got so hot that I couldn't touch it. Even after two hours I could touch the glass without it burning so much I had to remove my fingers. Now with a very simple vent system my cab is much cooler with my HPS than with the same wattage of CFLs with just vent holes cut in my box. I'm even venting into a space smaller than my grow cab and it never gets hot. Doesn't even get warm! in fact, when I opened my grow cab this morning after being on all night, I was met with a nice cool breeze!
Even with CFLs if you don't have any ventelation, watt for watt, it will get almost as hot. And if you have even the most basic of vents with a fan (not a passive one like I had before) you can put the same wattage HPS as you have of CFLs. At least in my experience. The self contained ones like the floralux systems run cool enough that I think jsut about anyone could use one with only minimal of venting. In fact, I can grow right up to the glass (but not touching it) without it getting hot enough to burn my ladies.