IMO heat lances aren't worth it.
The real deal with them is the roll-2-choose-1 ability, which can't be actually use because of the +9UM rule, as they won't be able to use it on a later turn: they either use it the turn they deploy, or they don't. This is because you won't walk (the enemy won't get close to them, to be precise), and if you even plan on doing so, they are exposed, therefore obliterated. And the biggest problem? They are more expensive than dark lances.
Even against big units, dark lances are better. The -1 to hit is offset by the +1 to wound that they get by virtue of the S8 versus S6. Yeah, they get a better deal against T5, but I don't think DE have a problem with T5 because of shard-guns.
And again, even in that situation, being able to shoot from an extra 18UM of distance is huge on T3 units. As someone else pointed out, plant them on cover and throw pain onto the enemy. And if you stay still (which you'll be able being 36UM away), your dark lances won't have -1 to hit.
5 Scourges with 4 DarkLances cost 136 points and dish out 4'66 wounds per round against T7 to 5 while moving, 6,22 while stationary, and 7,77 wounds while stationary against T4 or less. Haywire blaster, even against vehicles, can't even come close to this (2,22 wounds, 32 points less). Wound wise, heat lances are mostly the same (worse against tanks), more expensive, and more fragile (because of range). Not worth it in any case. The extra AP means nothing.