Simple circuit Voltage regulator question?
Couple of $0.02 thoughts.


Can you use a heater with higher resistance so that it can run directly off 9V?  Then you wouldn't need a regulator.
Pulse-width modulation (PWM).  Connect the load through a MOSFET (or a BJT) to the battery.  PWM signal is applied to the MOSFET gate.  In this approach, PWM duty cycle controls the RMS voltage across the heater. 
Buck converter is a type of a switch-mode power supply.  It's more complex that, say, a linear regulator, but is can have 90% efficiency.   May be, you can find an integrated power supply module like this one, which would suit your input voltage and output voltage &amp; current.  If you can't find a module, you can roll your own.
edit:  LM25576 mentioned above is an IC around which a buck converter can be built.  "Buck converter" and "step down switching converter" can be used pretty much interchangeably.