This discussion has come up before and you might find similar threads by searching a bit. I can't say from experience yet, but I've heard numerous times that if you're concerned about heat, just use less material (NOT LIGHTER) in your kilt. The heavier fabrics will maintain shape much better than the lighter ones. It is often suggested to go with the heaviest weight of fabric but use less of it. So, a heavy weight box (or 4-5 yard knife) pleated kilt should, in theory, be more comfortable and confidence inspiring than a lower weight 8-9 yard knife pleated kilt.

Cheers,
-J