I'm very sorry for you, and I know you are trying to do the best you can with this situation and this guy. I had a father who did the same sort of things, and it's not a good way to live, for you or your children, if you have or plan to have any.
You may think stealing the heat lamp is a small thing, and it is, looking at it that way. But basically he stole more than the heat lamp, he is stealing your ability to control your environment. He stole your ability to live with eachother in a open, honest and respectful and non damaging way. He will eventually do the same things to you and your children. And he probably has already. And it will never stop. If you put your foot down, you will win that one battle. But because it is never about the heat lamp, or the items in the battles that matter to him, it's the soul destroying war his tactics inflict on you that does, and even if he steals the lamp and you are forced to buy a new one, he has won in his own mind.
After all, if he was really concerned about the expense, he'd have an adult conversation with you == preferably before you had the chickens, and you two would work out some compromise. That's the respectful adult and honest way of handling issues. What he did was not respectful, not adult and very damaging, if not to the chickens than at least to your marriage and your peace of mind.
If you are very strong, and confront him, and have enough power to take things back, he may just become sneakier about his control issues. If you have children, you want to mirror a relationship for them -- and you want to live in a relationship for youself -- that is about honesty and respect. Not a relationship that means you can't trust the one person -- who is supposed to be most supportive -- to actually keep your environment safe. If this sort of thing is a pattern -- even about small things -- it is hurting you and any children you have more than you may realize. What he did was terribly childish and selfish, worthy of a five year old. I agree with the poster who says it isn't about money, that he is just jealous of any attention your are giving to anything other than himself. But it is also passive aggressive in the worst way, and for an adult to do this shows a serious personality disorder. You realize that these very things that upset you, he enjoys because they do upset you., because it gives him back the power he craves. Whether you take the heat lamp back or not, he has won in robbing you of peace of mind, robbing you of the ability to set up a positive environment for something other than him that you care about. Won because he caused you distress -- punished you, in effect, for taking attention from himself. No five dollar electric bill is worth this. Believe me, he enjoyed doing it on some level. And remember, to any children you might have, what it teaches them is that they can't trust the one person who is supposed to keep them safe.
This guy really needs professional help. And to help you cope with him so long as you are living with him, so do you, because what he is doing to you is very undermining. So look around for options on help first for dealing with the emotional fall out of what he does, and second for resolving his problems one way or another. There may be free help centers, work health plans often have some counseling and major religions have free pastoral counseling programs (avoid those that will tell you to submit to your husband no matter how he is overcontrolling you in devious ways -- that you don't need).
And good luck.