As far as SDRAM goes, heat is not an issue when running at 133MHz or so. SDRAM simply doesn't produce enough heat, certainly not in comparison with RDRAM or perhaps 400MHz+ DDR SRAM.
I prefer single sided SDRAM because there are certain chipsets out there that have a limited number of RAS lines. Some chipsets like the i815E only have 6 RAS lines, meaning they can support a maximum of 3 double sided DIMMs. However, some motherboard manufacturers implement 4 DIMM slots. Having single sided DIMMs means that you can use all 4 DIMM slots, whereas double sided DIMMs means that you cannot.