I've come across several sites that mention heated bricks. I imagine that it was a matter of preference and/or economics whether a person used one or the other. Besides the link below these sites also support the idea of heated bricks/stones.

http://janelark.wordpress.com/2012/12/09/today-i-am-inviting-you-to-join-me-at-a-christmas-ball-were-going-to-the-19th-december-1791-come-along/

http://wordwenches.typepad.com/word_wenches/2013/03/ways-of-keeping-warm-in-the-regency.html