It's not a direct comparison. CRM 4.0 has a lot of functionality but you'll need to create a LOT of workflows to match Heat or Remedy. We are trying to use CRM as our internal helpdesk but it's very laborious. You will either need to learn CRM very well or pay to have basic helpdesk functionality added to the CRM.
Surprisingly, I haven't been able to find a decent helpdesk solution from an ISV.
We plan to keep plugging away anyway. It makes sense for us to include internal and external helpdesk items in CRM rather than maintaining two systems but it's going to be a rough road.