What did you make today?

[glatt]

A heat lamp will be a big load. If you are adding outlets on the same circuit (I didn't really follow all of what you were saying) imagine a curling iron plugged in to get warm and a hair dryer being used while the heat lamp is on.

Any outlets must be GFCI, I'm pretty sure the fan must also be GFCI, and I bet if you get a fan with a heat lamp, it will need a dedicated circuit it draws so much.

If you're fishing wires through the wall, fishing two is just as easy as fishing one. Put in two circuits. One for the heat lamp and one for the GFCI outlet(s) and lights. I'd do a 20 amp circuit for the outlet(s) so it can handle a hairdrier and curling iron simultaneously.

FYI, Panasonic makes the best fans. It's worth ordering one online to get one. Use a calculator chart to find the CFM rating you need for your specific room volume and then maybe even go up one size. Their fans actually move air and are pretty quiet.