Yes, you'll need a thermostat. It regulates the temperature, turning the CHE off and on as needed. Without one, the CHE is always going full-tilt, burning the bulb out sooner, and always heating the cage even when not necessary (potentially over-heating your tiny friend).
For us north of the border, it seems like not a whole lot of pet shops carry them, and shipping from the US is always a pain. Check out Pets & Pond
as a Canadian mail-order company with decent prices.
While you're doing research, have you come across this awesome book?