There is no "right" answer to the question of heat vs energy. In fact, in many cases the right answer is physical. It really has a lot to do with what level you are playing and what is available to you at that level.
At the very low levels (<15) heat is very dominant due to the easy availability of weapons which cause a lot of heat for your enemies while most torsos don't offer a tonne of heat capacity or cooling. For levels 15-17 you can make an okay heat mech but it won't dominate like at lower levels. Between level 18 and level 29 I have yet to see a pure heat build that isn't easily countered. At level 30 heat is probably the best option but there are many more factors to consider there.
Frankly, energy isn't particularly useful before level 30 unless part of a hybrid. At level 30 it is a good counter for heat mechs since they often need to use their specials, can't use a shield, and might lose the ability to use their sword and drone. Plus the energy sword does more damage than the heat one.
At just about every level physical has very strong options. The weapons with the highest damage potential are all physical. The problem is that as you get to higher levels you need to start carrying bullet modules which means sacrificing hp, resistances, cooling, and/or energy regen.
You will find that in just about every case a hybrid will be best. Maybe some physical weapons for damage, a heat drone to keep your opponents' heat up and at a few levels there are some pretty useful energy weapons too (eg deep drains on a level 16). The only real exception is at level 30 when you can use resistance drainers. You will likely want to focus your weapon type with your drainers to maximize their effectiveness.
All of this is really to say, see my above post, try things, think about how they are working and what you would like to work different and then try new things.