Heatsinks are a problem. The big ones are hard to find and expensive. The best bet is to try junkyards and surplus places. I ended up going with water-cooling, but that's not for everyone.
Changing the value of the resistors will change the operating point for the output devices. Within limits, you can fiddle with the values, but I'd recommend staying with the published values until you've got a good grasp of what the circuit is doing and why. If you want to modify it later, you can do so.
Grey