Double check to make sure your thermostat can take the amps of the (light/heater/etc) you are wiring in place. If not (and the preferred method) is to use a relay.
The relay has two sides, each is a switch. The larger amps side is for the load (whatever you are running) and the other side would be your thermostat. The only difference is that the thermostat circuit will power a small electromagnet (most common and cheapest type of relay) that closes the mechanical (internal) switch on the load side.
This is how small circuits can run large loads without damage.
I don't know your design, but thought I'd add this quick note. BTW, relays are often only a few dollars.
Hope this helps.
- JC