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Definitely use the LED bulbs but be sure that they are dimmable. The light output is much, much better than any other type of bulb. I know that they are more expensive but the CFL-type bulbs burn out much too quickly.
Dimmer switch plates will tend to get hotter with bulbs that are not suited for them. Standard halogen or incandescent bulbs work great. If using CFL's for the lighting they should be specifically for a dimmer.
A standard dimmer switch will easily control a traditional incandescent bulb. If you choose to use a compact fluorescent or LED bulb, you will need to install a "C dot L" dimmer, which is designed to control these lower consumption types of bulbs. These dimmers are readily available at home depot and lowes.
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