You have to match heat rating to the car. If the plugs overheat then fit a cooler one. If they foul up (assuming that engine tune etc is correct) then a hotter one will allow the deposits to be burned off sooner.
An overheated spark plug can cause major problems - misfires and pre-ignition (pinking) and can destroy an engine. They look kind of glazed and white if this is happening.
Tuned engines are always an unknown quantity so you might have to experiment a bit.
Some of the Japanese NGK and Nippon Denso plugs are superb with three platinum tipped electrodes. These really belong in race cars at about twenty quid each but they will take ANYTHING you throw at them.
If you can, go for a coil per plug setup, these are pricey but you'll get stunningly even fuel burning, which means better economy and LOADS MORE TORQUE AND POWER!!!!