I'm under the impression that having a light on all the time is not ideal; they're better off altogether with the most natural daylight schedule you can give them. I'm not sure if I can point to a specific reason I think that -- probably just reading stuff here and there on the internet. I also suspect the reason most use a colored heat lamp is to lessen the effect of nighttime light on these totally diurnal creatures.
That said, I found that my chicks had a much easier time actually going to bed if I dimmed the lights gradually. I had them in my office in early spring, and I would often need to be in there after dark so I'd have artificial light and they'd be up and about. If I turned the light completely off, so they went from totally light to total dark, they would always fuss and peep and cry and they couldn't figure out how to get from wherever they were to wherever they wanted to sleep (under the brooder, usually). BUT if I turned off the light in the room but left the hallway light on, and/or made sure my computer monitor was still on, providing them with a period of half-light, then they'd reliably use that time to make their way to bed and they'd stay much quieter at night.