I went the other way, I had a Savage, and bought a Concours. Not a big scooter fan.
Now on to your question:
Electrical output of the alternator on a MC depends greatly on your riding style. On the Savage, if you get out on the open road, and select a gear that maximizes your rpm, you'll get maximum output no matter what your speed. If you ride around from stop to stop, lugging (thumping) the engine at the lowest possible RPM you better get a battery tender.

edited to add: By the way, for lighting I'm assuming that you are talking about auxiliary driving lights with fairly high wattage and more than one bulb. For heated clothing I'm assuming you're talking about a vest and gloves or heated grips (after all if your hands freeze, whats the point) and maybe even heated pants. The Concours mirrors keep your hands and the fairing keeps your legs nicely out of the freezing airstream.

With that said, most motorcycles are going to have trouble with the load you are describing, including the Savage. The Concours was/is a special beast and seems to have been made for farkling. Very few people have trouble with it's electrical output. I think would be OK on the Savage with either the heated clothing or the lights, but not both. And this is only if you keep your RPMs reasonably high.

How many watts is all your accessories going to be?
The S-40 wont tolerate too much more at slower traffic speeds. I only switch on my extra driving light, (55 watts) when im on a stretch where i'll have some decent rpm's going on..  Ask me how i know.. haha

indeed ... This vest, http://www.sporttour.com/Widder.htm only draws 33 watts and the S-40 will easily handle that.
I'm not sure about the max watts you can go but i know that an additional set of driving lights (2 x 55 watts)  will drain the battery if you drive slower like 35/45 mph @ normal rpm's. My battery died rather quickly running all that juice.
I'd say you can run just the vest and stock lighting at any speed.