LED lamps do produce significant heat but as has been mentioned it's not from their light output but internally. We use a lot of strip LED lighting in our business and know that it is wise to mount them on a thin aluminium extrusion in order to help dissipate the heat.
The highest output LEDS that we use to replace dichroic halogen lamps (MR16s) all have large heat sinks behind the pins. Testing we have done on LED lamps without the heat sink has shown significant failure rate far below projected lamplife.
"Do you think God gets stoned? I think so... Look at the platypus." Robin Williams.