What size bridge rectifier do I need to convert 12V AC to 12V DC with 200watt load?
Did you try reading the datasheet for the device? There, you'll see the forward voltage drop of diodes inside of the rectifier. In general, you need to find and read the datasheet for every electrical component you're using.

Drop times current is (sort of, more or less) power that needs to be dissipated. We also have maximum operating temperature. So armed with that information, a cooling system needs to be devised to work with the rectifier.

So if we look at real numbers, we have maximum drop of 1,2 V per element. At one time, we have two diodes conducting, so that's 2.4 V times 17 A giving us a bit less than 40 W in the rectifier alone.

Next, we have operating temperature of the semiconductor junction. It's from -65 to +150 degrees Celsius. 

So what we have next is the procedure how to get the temperature increase above ambient for the unit. So let's look first at the thermal resistance between the junction and the case. It's 1.5 K/W. One kelvin and one degree Celsius are of the same magnitude, so we can get the temperature increase this way. 

So at 40 W, our junction will be at temperature 60 K higher than the temperature of the case. Looking back at operating temperatures, this gives us maximum case temperature of 90 degrees Celsius.

Now we need to estimate the thermal resistance of the heatsink we need to select for our use. Let's say that our ambient temperature is 25 C. This gives us maximum temperature difference of 90-25=65 C between the heatsink and the surrounding air. So now we do the backward calculation of what we've had in the previous step. We already have the power of 40 W and 65 C, so we divide them and get thermal resistance of 1,625 K/W for the heatsink. Lower would be better, to give you more room to work with higher ambient temperatures and to run the rectifier cooler.  

We now know what sort of heatsink we need. Some of the basic tutorials for heatsinks are available here and here. They are a bit more "academic". This one from Sparkfun sees a bit more "applied". Using those resources, you "just" need to find a suitable heatsink for the rectifier.

In real life, you'll probably need a big hunk of metal with lots of ribs and a big fan blowing air on it to just keep the rectifier cool. In my personal opinion, it would be a better idea to look for alternative sources of DC current that would be a bit more efficient.