Ive recently changed from a 600w HPS to a 250w HPS, just to sort out the heat issue. The heat is now perfect, apart from at night where it drops a little bit more than Id like, but fuck it.
If you get a 250w, Id also get a load of mylar to completely line your walls with aswell. With a 600w in a closet the mylar really doesnt make much difference, but if you want some decent results, invest a tenner in a few metres of mylar.