While I don't have any numbers to back it up, I think that the "R" lamps (Relector Bulbs) may put more heat back at the socket. A lot of recessed lights list a 50W max for the R bulbs, and 75W max for PAR. The PAR (Halogen) lamps have a lot more of a reflector near the base, and the actual halogen bulb is encapsulated by the outer reflector, a double walled type of construction. R bulbs are just like "A Lamps" in that there is only the bulb and filament, nothing else. This all said, if the fixture is listed/labeled for PAR and R lamps at the wattage you need, I think you are doing OK. If you want to reduce the energy consumption and heat, use the IR versions of the lamps. These take wasted IR energy (heat) and convert it to light. So, for example, a 37W MR16-IR gives off the same amount of light as a 50W MR16.
Optically, the R lamps give a smoother, less halo'ed beam of light, at ~2700K color temp. Good for general lighting or washing. The PAR lamps are better at focusing the light on something like a painting or sculpture, however, the light they give off has a few scallops and halo rings. Also, the center of beam is much brighter than the edges, even in flood lamps. This makes them a bad choice for general downlighting unless you want the light pool look. A "soft focus" filter can fix this, giving you the best of both worlds.
Probably more than you wanted to know!
Here's some good links on lighting and halogen: