All the advice to switch to CFLs will not work for some light fixtures. I have halogen bulbs in my sewing room. You can't replace those with CFL. That is fine with me because I am rarely hot. As a matter of fact I am on here right now because I had to leave my quilting machine in the basement and warm up a little!
For the OP, are you sure you need all those lights? I find people use way more light than they actually need. While sewing at a machine I only use the light on the machine - even at night. I turn on more for cutting but turn them back out when I am done. It is not the heat for me but the light itself. I am very light sensitive and I consider CFLs an evil invasion.