Yeah I've got the heating mat, but I've never really used it because I don't have the temp regulator that goes along with it. I've just been too cheap to spend an extra $35.00 for it, and last time I was at the shop I saw that now they only have a new version of it that has a digital display and costs $15.00 more than the old one. Sum Bitch.
I used the heat mat once for seedlings and it was just too hot and dried the paper towels out super quick. I guess I could have tried it again once I put the sprouted seedlings into plugs, but I was just afraid that it would still be too hot. If you go with the mat, I would definitely get the temp regulator too.
Oh and yes, rockwool holds more moisture by weight than any other medium as far as I know, unless the new Ready To Grow medium or whatever it's called holds more.