My (pretty unscientific) thoughts are that you need to use your OWN comfort as a guide.
So if it makes you hot, faint, flushed or uncomfortable, then it isn't a good idea.
The issue isn't the temperature of the bump/baby per se, rather that your own body cools itself down by re-directing blood flow to the surface of your body. This is why you go pink - because there is more blood on the surface, to cool down. This means there's less blood available for baby.
But I think you need to be flushed/hot/sweaty for quite a while for there to be a risk to the baby.
I think Openerofjar's warning about the hot water bottle is inaccurate - it doesn't matter if the warmth is near the bump or not, it is your OVERALL temperature that's the issue.
So my suggestion would be: if it makes you uncomfortable, dizzy, flushed, pink or very sweaty - avoid it.
But delicious warm baths, moderate jacuzzis, heated swimming pools etc should be fine as long as you're comfy.
PLEASE NOTE: That this is based on my memory of GCSE biology and random bits of reading, not on any expert advice. Feel free to ignore :)