I have 7 85-watt lights (a total of 595 watts) that I want to control using a 600-watt dimmer switch.
Is that too close to be safe? What if I remove one of the lights?
This depends on the manufacturer's statements. Typically switch devices are rated for their expected normal device load. Wiring heat loss, etc. should be negligible enough to ignore.
Here's what one manufacturer said on their website:
Electronic low-voltage transformers also dissipate some heat. These inefficiencies are small enough to be accounted for in the dimmer rating. A Lutron ELV dimmer UL listed for 600 W can be loaded with a full 600 W lamp load. If ganged with other dimmers, standard derating rules apply.
If you have a separate transformer from the lights, however, (such as a magnetic transformer as opposed to a number of CFL light bulbs) then you need to consider the load of the transformer too.
There are several factors at work here, all of which make 600 watts of incandescent lighting require a 1000+ watt dimmer:
Have you considered splitting up the lights? Dividing them into two or three circuits, perhaps geographically, to allow use of cheap dimmers and also provide more lighting control.
If a dimmer switch is rated for 600 watts it will handle 600 watts. Most would actually handle well over 600 watts but would (supposedly) fail quicker. I don't see the concern at all. Your worry should be in the product not you failing to follow the directions. If this doesn't ease your mind you will need to call the manufacturer. [Although I can't see any manufacturer admitting that there 600 watt dimmer is rated for 500 watts]
In my experience with SCRs or TRIACs (The "chip" dimmers usually use), the wattage rating is under "perfect" conditions (i.e. the area where the device is mounted says at "room temperature"). Now hopefully because they are in a commercial device they have been de-rated appropriately, but I have seen more than a few devices where the chip spec's were copied to the device spec without appropriate de-rating.
TL;DR, I personally would go with a 1000 Watt dimmer, but a 600 should work.
Short answer is if it's rated at 600w incandescent load and you have a 600w incandescent load and it was installed properly you're good.
Longer answer, the warmer any electronic device runs, the shorter it's life. btw i it's next to or between another dimmer in a ganged box it's probably now rated for 500 or 400 watts it should be marked.
Depending on how it was made (and when it was made) it'll either get hotter when it's turned all the way up or when it's dimmed. They are not all the same in this respect.