I use a red heat lamp and it works great. I can just move it up and down if my chicks are to hot or cold. They say that using red helps them to sleep and reduces them from picking at each other, but i havn't tested that out. You should probably keep the light on for the first few weeks, then you can switch it off a little at a time for the third and fourth week, and the fifth and sixth you can keep it off longer. at the sixth you can turn it off completly, depending on if they are in a garage or the house, because thay need to be kept at about 65 degrees F. You might want to turn it on at night if it gets any colder.
I never turned the light out when they were three weeks but at the fourth i put them outside for a little bit, but it was about 65- 70 degrees. I really depends on where you live, and where you're keeping them.