I don't find the wheat bags stay hot long enough - and I lived with someone who had one catch fire in the microwave at uni after heavy use so I'm a bit wary of them. Similarly I was brought up never to use an electric blanket because they're very dangerous- a family friend died after hers caught fire during use.
I am pretty careful with hot water bottles although I do like them made as hot possible for period pain. One on the small of my back and one on my belly after a very hot bath and some ibuprofen is the best thing for a bad period. We're careful about squeezing the air out and letting the kettle cool before filling. We usually also make them a bit early so the bed is warm/ they're not too hot and any leaks hopefully aren't on us. We often put them out as we get in and pull up the huge cosy blanket to help keep all the heat in.