As the rest said, it is a matter of preference. I will tell you though, that heat wouldn't be my concern.
I have a CJ7 w/ a bit of an overheating issue. The heat from the motor / heater blows me out and I wind up turning the heat off and cracking a window. It has hard doors currently and a soft top. I'm trying to repair my hard top to put it on, solely because I typically have a rear-seat passenger.
On the other hand, I have a CJ5 with a full soft top. It takes a bit to get warm, but once it does, it is very comfortable... and gets too hot on longer trips (hour or so).
There is a relatively typical upgrade to the heater called a Blazer motor upgrade. A couple searches here and on the net should get you more info.
That info aside, I would never, ever, never-ever have a Jeep without a soft top. Half of the fun is the convertible, no-door romping around in the summer... even if it is just on the street. So, if your question is one or the other, go with a soft top... hands down.
Food for thought,
-X