Can I safely run 595 watts of lights with a 600 watt dimmer switch?
This depends on the manufacturer's statements. Typically switch devices are rated for their expected normal device load. Wiring heat loss, etc. should be negligible enough to ignore.

Here's what one manufacturer said on their website:


  Electronic low-voltage transformers also dissipate some heat. These inefficiencies are small enough to be accounted for in the dimmer rating. A Lutron ELV dimmer UL listed for 600 W can be loaded with a full 600 W lamp load. If ganged with other dimmers, standard derating rules apply.


If you have a separate transformer from the lights, however, (such as a magnetic transformer as opposed to a number of CFL light bulbs) then you need to consider the load of the transformer too.