Could you clarify your power requirements? In one place you say 200W max, then another you mention 2 amps, which is closer to 500W.
Rheostats are going to be harder to control than you think. You may get pretty close to continuous control, but the noise and drift will make it difficult to be precise, if precision is what you need. I was going to suggest either nichrome wire and ceramic insulators to make a 'variable toaster', or alternatively just using a bunch of small light bulbs with an equal number of switches. If you are willing to use properly specified resistors, then all the better. To figure out what will work, you need to know the minimum and maximum load you want to provide and the minimum step. Surely something like 1 watt steps would suffice? Perhaps 5 watt? The larger the step you are willing to accept, the simpler your design will be.