I wonder if I heat the tube if it will bend ok?

I doubt it.  To minimize the kink, pack it with sand.

That might be do able so weld end shut pack with sand weld other end shut bend away? 

Here is my rough idea on my cage.

i have a harbor frieght bender and nothing i tried would work for making good angles. i took my pipe to a small local gas station and they let me bend the pieces myself for a fee of course. i have been told not to use an exhaust bender cause it pushes in on the corners but i had no other opions available to me. so anyway i bent all the pieces and left the tails a little long. then when i got home i fit all the pieces and welded them together. all the time a little worried about using an exhaust bender. by now my zuk has been rolled mutiple times and shows no signs of a problem anywhere. i have gussets in the corners and it isn't damaged so i am sold. as long as it's got good pipe, good welds, and is done well i would go for it again.

Rear Cage, Rock Sliders, Light Bar and doors courtesy of my skills and Harbor Freight Wire Feed Welder, Pipe bender, Pipe notcher and Cut off saw.

Its all made from Schedule 40 pipe, not as heavy as you would think and tougher than hell    (Pic was before doors were completed)

I plan on it but with my welder and bender!

here  are the rock rails I made for my old zuk

Looks great 

It's amazing what one can do with a little money and a lot of determination