I´ve never bought a heated curler, as I think I would not use it often - it would take some time to warm up,wouldn´t it? I cannot wait...too busy, too impatient!
I have noticed ice cold eyelash curler does not do as good a job as a warm one, though. If I am sitting in a sub-zero car (not driving, of course!) and need to use my curler (=every day when I am going to work) I will warm it up in my hands a bit.
At home, a short blast from a hair dryer on the eyelash curler does the trick, too: the curl takes faster and, I think, lasts longer.
OT but I noticed one collegue always had the most lovely curl on her lashes even at the end of the shift, and she told me she used wp mascara - it helped keep the curl all day long!