Michael Mann's movies are about the dichotomy lovelife / evildeath. His characters are torn apart between these two extremes. In Heat, every significant character involved in the story (all of them are male) have a relationship that ties them to life. Vincent's wife says: "You don't live with me, you live among the remains of dead people." Nevertheless, Vincent's response to this, later in the film: "All I have... is what I'm going after."
It isn't very surprising that our introduction to Vincent is a sex-scene with his wife. The most evil guy in Heat, Waingro, will have sex with a prostitute... whom he will later kill. The moment Vincent sees the body of the prostitute, almost half-way into the movie, is his most intimate encounter with Evil, poetically... His wife's words, when he's about to leave: "This better be earth-shattering."
Neil does the same monologue twice. Notice the word "heat":
Neil: Do you remember what Jimmy used to say? "You wanna be making moves on the street? Have no attachments. Allow nothing to be in your life that you cannot walk out on in 30 seconds flat if you spot the heat around the corner." Remember that?
Chris: For me the sun rises and sets with her, man.
Vincent: My life's a disaster zone. I got a stepdaughter so fucked up because her real father is this large-type asshole. I got a wife. We're passing each other on the down slope of a marriage, my third. Because I spend all my time chasing guys like you around the block. That's my life.
Neal: A guy told me one time: Don't let yourself get attached to anything you are not willing to walk out on 30 seconds flat if you feel the heat around the corner. If you're on me and you gotta move when I move... How do you expect to keep a marriage?
Vincent: That's an interesting point. What are you? A monk?
Neal: I have a woman.
Vincent: What do you tell her?
Neal: I tell her I'm a salesman.
Vincent: So then if you spot me coming around that corner... You're just gonna walk out on this woman? Not say goodbye?
Neal: That's the discipline.
Vincent: That's pretty vacant, you know?
Neal: It is what it is. It's that, or we both better go do something else pal.
Vincent: I don't know how to do anything else.
Neal: Neither do I.
Vincent: I don't much want to either.
Neal: Neither do I.