Variable resistor that can handle hundreds of watts?
As MikeJ-UK mentioned, there are rheostats.  I personally don't like them for the same reasons what Mike mentions.  But there are two more options:  


Build a a resistor box and use switches to change the load.  Or if you're fancy you can use MOSFET's and a MCU to do the job as well.  Careful selection of the resistor values could give you a very wide range of resistances with fairly fine control.  
Buy an "electronic load".  Just google the term (in quotes) and you'll come up with a lot of pages.  Basically it's the opposite of a benchtop power supply.  Most will work in 3 modes:  Constant Current, Constant Voltage, and Constant Resistance.  My employer has one that's rated for 30 KWatts!  Of course they make smaller ones.