MOSFET: how to determine if a heatsink is required?
The power consumption of the load is completely irrelevant. The 400W power you're switching is not dissipated by the MOSFET. It is, by definition, dissipated by the load. The MOSFET dissipates much less power (hopefully).

In a switching (on/off) application, here is how it works:


Calculate the drain current ID that will go through the MOSFET. You can determine it by dividing your load power consumption (400W) by the load voltage (you didn't specify it). Or maybe it's directly given in the load specifications.
Check the gate voltage you'll drive the mosfet with. It depends on your controller board, so it should be specified in its documentation. It usually is from 5V to 12V. Maybe it depends on the voltage you're supplying to the controller board.
Check the datasheet of the MOSFET to get the VDS at the gate voltage and drain current you're using. In the IXFH52N30P datasheet, it is given in figure 3 (assuming 125°C - fig.1 is for 25°C, but we most likely be much hotter than this). For example, with a 10V gate voltage and 20A, it is about 2.5V.
The power the MOSFET (not the load) will dissipate is: VDS * ID. With the assumptions above, it makes about 50W (2.5V * 20A).
To check if you can go without heatsink, you would then get the RthJA (junction to ambient) thermal resistance value given in the datasheet (given in °C/W) and multiply it by the power dissipated. For the IXFH52N30P, RthJA is not given in the datasheet. It seems the engineers here assumed that the FET would only be used with a heatsink. Anyway, these kind of FET packages can't handle much more than a few watts without heatsink, and I guess you'll be above.
So, now, assuming you need a heastink, get the heatsink thermal resistance by applying this formula: (TJM - TA) / P - RthJC - RthCS. Basically, you compute the max total thermal resistance by dividing the temperature difference between "max junction temp" (150°C - given in datasheet) and ambient temp by the power. Then you subtract the junction-case and case-sink thermal resistances (both given in datasheet too) from the value obtained.
Choose a heatsink with a thermal resistance lower than this. The heatsinks thermal resistances should be given in their respective datasheets too (yes, even heatsinks have datasheets).