A couple years ago when I was looking to get a laptop the only places that had XP as an option were Eurocom, Alienware, Sager, Falcon Northwest, etc. However, XP is no longer available, so unless you have a retail version of XP that you can install yourself (there may not be XP drivers for all the hardware on current systems), you are pretty much stuck with Windows 7.
Have you tried Windows 7? Vista was certainly worth 'downgrading' to XP, but 7 is suppose to be much better.
Check out
NotebookForums.com; there are likely a few topics with similar requests to help you narrow your options down, and someone should be able to answer specific questions (ie about heat) or give more targeted suggestions.
