now with a better understanding of your level of experience,
first off a comparitor is just a op amp with a fast slew rate (it can increase or decrease its output fast) and a high gain (so small changes in input cause it to swing between its supply rails (VCC and VDD) for the frequencies you would be working any old op amp should do the trick for you, even a basic 741,
andys design has a resistor and capacitor giving off a trangle waveform, this is fed into one of the input terminals of the op amp, on the other channel would be a potentiometer setting a voltage level for the other input, as soon as one voltage exceeds the other the output of the op amp will swing to the other rail, (it does depend on which is higher for what direction but i'll get to that)
so say your potentiometer is set at 3V and your triangle wave is swinging between 1 and 4V, it means 25% of the time the output will be at one rail and 75% of the time at the other rail, for better reference here is a better image of whats happening with input vs output,
now this method will give you something known as "constant wattage" as there is no temperature measuring device on it, that is what jimmy was err-ing to even if through a very unnecesarily complex manner, now if you want something you set at 32 degrees vs "warm" you need to use another op amp as an "error amplifier" now while that may sound technical, it just means it amplifies the difference between where you are and where you want to be, used to get your temperature to your "set point" with the normal method for this using the inverting input, e.g. too low a temperature results in a higher output wattage and thus a warmer wearer,
this is also done with a generic op amp, and seeing as you may want to learn a bit about them, here is the basics
http://www.radio-electronics.com/info/circuits/opamp_basics/operational-amplifier-basics-tutorial.phpas for your "pass element" (what you use to control most of your current with your weak op amp output) you would probably want to look at using a p-channel mosfet, as this means you only need to pull its "gate" down to turn it on rather than needing a raised voltage for an n-channel, equally you would be looking for an "enhancement" type, firstly as you only want it to pass current as you pull it down, and they are more common,
now while there are near endless ways written on how to "drive a mosfets gate" in this case one of the best ways would be to have your op amp output go into an npn transistor, whose collector is connected to the mosfets gate, working as a switch to pull it down, equally you will need a lift up resistor, (say 1K) between the gate and the source, this will pull the gate back up when the transistor is not pulling it down, making it work like an on off switch, or "switchmode"
remeber when i mentioned error amplifiers? well to use on in this circuit, you would have lets say a simple thermistor in a voltage divider to give you something to measure, this goes into the inverting terminal of your op amp, and your "set point" voltage would go into the non-inverting input, and to make things a whole lot easier on yourself you would have an upper and lower "bias" resistor on your "set point" potentiometer to limit its voltage to ones the termistors divider would give out, in this circuit whenever the termistor voltage is lower than the "set point" voltage the op amps output will be raised, if its greater it will fall, and generally it will balance somewhere in the middle after a while and control your temperature,
this voltage would then be fed into the original op amp with the triangle wave, and would form a "closed" control loop,
i hope this has somewhat helped you