Pros to having them wired in parallel with a thermostat in series... the heat will regulate itself perfectly without your fussing with bulbs or dimmers, regardless of the ambient temperature. And if a bulb blows out during a bake, the others will stay lit AND maintain temperature because the thermostat will simply keep them on for longer lengths of time.
Hint, use bulbs of enough wattage, a little overkill, that heat will be maintained if you lose one or two of them.