Do you mean glass shields between the bulb and glass? If so, I think a bigger issue would not be heat, but the amount of light reflected by the glass, and the way the glass may "filter" out the light that does enter your tank affecting the overall spectrum. I'm not an expert in this area but since I've been a kid they've always told me that glass filters light spectrum.
I know it makes a big difference in reptiles (full spectrum is very important there). I've seen chameleons kept under glass covered bulbs wither away, and others from the same litter grow healthy under open bulbs.
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-Mason
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