Halogen lamps come on immediately.  They are really just incandescent lamps that run VERY hot and provide a lot of light for their wattage.  Although you can find "halogen" lamps that screw into a regular fixture the true halogen lamps are a different shape (they have contacts on each end of the lamp) and require their own fixture.  Since they run so hot, you need to make sure they are installed properly and are rated for indoor use.  As far as I have seen, they come in various wattages from 100 watts to 1,000 watts.  As I remember (someone correct me if I am wrong), the lamps are different lengths so they are not interchangable in fixtures, ie. a 500 watt lamp will only fit a 500 watt fixture. 

Our stage is 30' wide and 16' deep and we get good coverage from two 500 watt fixtures on the first bar in front of the stage.