Well here's the thing: it depends on whether those displays are routed through your GPU or CPU. With most brands, extra monitors are going to be routed through and powered by the GPU and, yes, it will cause the GPU to work a bit harder than usual and the more monitors the harder it works. For a couple of monitors, it should not be enough to cause overheating problems. This is especially true if you're just doing normal work, but if you're planning to do something like run an intense game AND have it on two monitors, then you'd really better make sure you keep it cool. Intensive processing requirements + multiple monitors all using the GPU = "please keep me cool!" a couple monitors + normal workload usually = "no sweat."
*EDIT* oh and I think all the Matrox products use the GPU to drive the monitors you connect with their device.