MH will only heat up your tank water if you have poor heat exchange.. If you wanted to run the MH bulbs shielded, simply run a fan across the bulb (not over the surface of the water) and you'll go a long way towards keeping things cooler. If you run the bulbs exposed, the fan will once again make a big difference but you'll also be forcing more evaporation.
Unless you want a BTA I wouldn't recommend any other anemone species under anything but halides. I've heard of many, many people succeeded without halides, but I'm still not going to stick my neck out.
