I'm not sure on the heat- I just tried googling it and didn't come up with much. It's not like boiling a vegetable in water, so I would think that roasting/baking is going to save you more nutrients.
If you are making them at home instead of eating anything from a bag or box, you are making a healthier choice- depending on what you add to them, of course.
I'd love to know what you are making and how- I'm always looking for new ideas. I've made roasted chick peas, but haven't ventured into veggie chips. I would love to. My husband brought home a bag of Terra Sweets and Beets (sweet potatoes and beets, dried and baked, fairly clean, so he thought it would pass with me) and they were very good. I'd love to make them myself.